Conditional dependence models and its applications of portfolios of assets based on Copula functions

YI Wen-de

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (6) : 1004-1013. DOI: 10.12011/1000-6788(2011)6-1004
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Conditional dependence models and its applications of portfolios of assets based on Copula functions

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2011, 31(6): 1004-1013 https://doi.org/10.12011/1000-6788(2011)6-1004

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