Analysis of copula-spectral measure of risk based on G-H distribution

TIAN Kai;YANG YongYu

Journal of Beijing University of Chemical Technology ›› 2012, Vol. 39 ›› Issue (1) : 122-127.

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Journal of Beijing University of Chemical Technology ›› 2012, Vol. 39 ›› Issue (1) : 122-127.

管理与数理科学

Analysis of copula-spectral measure of risk based on G-H distribution

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2012, 39(1): 122-127

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Received	Revised	Published
2011-09-07	1900-01-01	2012-01-20
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2012-01-20

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