【作者(必填)】Guenter Liaoa, Tzu-Hui Panb, Lung-Fu Changc, Shian-Chang Huanga* & Cheng-Feng Wud

【文题(必填)】Portfolio value-at-risk by Bayesian conditional EVT-copula models: taking an Asian index portfolio for example


【年份(必填)】Journal of Statistics and Management Systems Volume 15, Issue 2-3, 2012

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/09720510.2012.10701630