【作者(必填)】Wei Sun1 / Svetlozar Rachev2 / Stoyan V. Stoyanov3 / Frank J. Fabozzi4

【文题(必填)】Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market

【年份(必填)】2008

【全文链接或数据库名称(选填)】Studies in Nonlinear Dynamics & Econometrics. Volume 12, Issue 2, Pages –, ISSN (Online) 1558-3708, DOI: 10.2202/1558-3708.1572, May 2008

http://www.degruyter.com/view/j/snde.2008.12.2/snde.2008.12.2.1572/snde.2008.12.2.1572.xml