Research and Application of M-Copula Model in Financial Time Series Analysis

WANG Hongjun, WANG Ruihua

Journal of Systems Science and Mathematical Sciences ›› 2020, Vol. 40 ›› Issue (6) : 1117-1132.

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Journal of Systems Science and Mathematical Sciences ›› 2020, Vol. 40 ›› Issue (6) : 1117-1132. DOI: 10.12341/jssms13914

Research and Application of M-Copula Model in Financial Time Series Analysis

  • WANG Hongjun, WANG Ruihua
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2020, 40(6): 1117-1132 https://doi.org/10.12341/jssms13914

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