Catastrophe Risk Conditional VaR Forecasts Based on Vine Copula Method

CHAO Wen,ZOU Huiwen

Journal of System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (11) : 2222-2231.

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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 ›› 2017, Vol. 37 ›› Issue (11) : 2222-2231. DOI: 10.12341/jssms13278

Catastrophe Risk Conditional VaR Forecasts Based on Vine Copula Method

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(11): 2222-2231 https://doi.org/10.12341/jssms13278

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