基于局部相关系数和截尾扭曲混合Copula的杠杆效应识别和度量
沈根祥, 邹欣悦
Identification and Measurement of Leverage Effects Using Local Correlation and Truncated Distorted Mix Copula Constructing
SHEN Gen-xiang, ZOU Xin-yue
中国管理科学
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2020, (7): 68
-76
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DOI: 10.16381/j.cnki.issn1003-207x.2018.1833
