| [1] |
SHEN Gen-xiang, ZOU Xin-yue.
Identification and Measurement of Leverage Effects Using Local Correlation and Truncated Distorted Mix Copula Constructing
[J]. Chinese Journal of Management Science, 2020, 28(7): 68-76.
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| [2] |
WANG Wei-qing, LIU Xiang-dong, LI Hui-zhong.
Does Real Estate Stock Investment Hedge Inflation? Research on Correlation Measurement Based on Markov-switching GRG Copula
[J]. Chinese Journal of Management Science, 2020, 28(12): 23-34.
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| [3] |
CHAI Shang-lei, ZHOU Peng.
Measuring the Integrated Risk of Carbon Financial Market by a Non-parametric Copula-CVaR Model
[J]. Chinese Journal of Management Science, 2019, 27(8): 1-13.
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| [4] |
ZHOU Li-guo, HE Zhuo-jing, MENG Tian-cheng.
Credit Risk Contagion in an Enterprise Group with Dynamic Copula Models
[J]. Chinese Journal of Management Science, 2019, 27(2): 71-82.
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| [5] |
ZHU Xiao-qian, LI Jing-yu, LI Jian-ping, CHEN Yi-bin, WEI Lu.
An Indicator of Conditional Probability of Crisis for Systemic Risk Measurement
[J]. Chinese Journal of Management Science, 2018, 26(6): 1-7.
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| [6] |
YE Wu-yi, TAN Ke-qi, MIAO Bai-qi.
Analysis of Systemic Risk among Industries via Dynamic Factor Copulas
[J]. Chinese Journal of Management Science, 2018, 26(3): 1-12.
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| [7] |
YU Le-an, ZHA Rui, HE Kai-jian, TANG Ling.
The Analysis of Dependence Relationship between Oil and Stock Prices: Evidence from China and American Industrial Sector Indices
[J]. Chinese Journal of Management Science, 2018, 26(11): 74-82.
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| [8] |
ZHAO Ning, YU Fang-kun, YOU Shen, WANG Zhen-shuang.
Investment Horizon, System Risk Value and the Sensitive Effect
[J]. Chinese Journal of Management Science, 2018, 26(1): 72-80.
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| [9] |
YANG Kun, YU Wen-hua, WEI Yu.
Dynamic Measurement of Extreme Risk among Various Crude Oil Markets Based on R-vine copula
[J]. Chinese Journal of Management Science, 2017, 25(8): 19-29.
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| [10] |
XU Qi-fa, LI Hui-yan, JIANG Cui-xia.
Portfolio Optimization of Multi-period Loan in Supply Chain Finance via Copula-Quantile Regression Method
[J]. Chinese Journal of Management Science, 2017, 25(6): 50-60.
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| [11] |
LIU Xiang-dong, FAN Bin, Yang Yi-ming, LIU Cheng.
High-dimensional Portfolio Risk Measurement Based on M-Copula-SV-t Model
[J]. Chinese Journal of Management Science, 2017, 25(2): 1-9.
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| [12] |
HAN Chao, YAN Tai-hua.
Risk analysis of Foreign Exchange Portfolios Based on High-dimensional Dynamic Vine Copula
[J]. Chinese Journal of Management Science, 2017, 25(2): 10-20.
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| [13] |
YAO Deng-bao, LIU Xiao-xing, ZHANG Xu.
Dynamic Correlation Structure Between Market Liquidity and Market Expectation:An Analysis Based on ARMA-GJR-GARCH-Copula Model
[J]. Chinese Journal of Management Science, 2016, 24(2): 1-10.
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| [14] |
JI Qiang, LIU Bing-yue, FAN Ying.
Dynamic Dependence Between International Oil, Natural Gas and Exchange Market Based on a New Time-varying Optimal Copula Model
[J]. Chinese Journal of Management Science, 2016, 24(10): 1-9.
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| [15] |
ZHANG Hai-liang, LU Man, WU Chong-feng.
Risk Identification and Warning for Different Copper "Financing" Patterns
[J]. Chinese Journal of Management Science, 2015, 23(8): 10-17.
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