沪深股市的相关结构分析与投资组合风险度量——基于ARFIMA-GARCH-Copula模型
吴玉宝,汪金菊
Shanghai and Shenzhen Stock Market Related Structure Aanalysis and Portfolio Risk Measurement Based on ARFIMA-GARCH-Copula Model
WU Yu-bao, WANG Jin-ju
运筹与管理
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2016, (2): 220
-225
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DOI: 10.12005/orms.2016.0067
