基于高频波动率模型与R-vine copula的行业资产组合风险测度研究
于文华, 杨坤, 魏宇
Measuring Expected Shortfall of Industry Portfolio Using High-Frequency Volatility Models and R-vine copula
YU Wen-hua, YANG Kun, WEI Yu
运筹与管理 . 2021, (6): 132 -138 .  DOI: 10.12005/orms.2021.0191