SCENARIO SIMULATION OF R-VINE COPULA MODEL

SHEN Min,WU Hecheng

Journal of System Science and Mathematical Science Chinese Series ›› 2016, Vol. 36 ›› Issue (12) : 2341-2351.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2016, Vol. 36 ›› Issue (12) : 2341-2351. DOI: 10.12341/jssms13011

SCENARIO SIMULATION OF R-VINE COPULA MODEL

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(12): 2341-2351 https://doi.org/10.12341/jssms13011

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