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Copula tachnique is a kind of comparatively new method of financial risk analysis, whose core is to connect the co distribution of many random variances with their fringe distributions. This coincides exactly with the method to decompose risks into different components in financial risk analysis.
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基本信息:
DOI：10.19343/j.cnki.11-1302/c.2002.04.011
中图分类号:F830
引用信息:
[1]张尧庭.连接函数(copula)技术与金融风险分析[J].统计研究,2002(04):48-51.DOI:10.19343/j.cnki.11-1302/c.2002.04.011.
基金信息:
国家自然科学基金《应用统计》项目资助研究