【作者(必填)】
Osvaldo C. Silva Filho, Flavio A. Ziegelmann & Michael J. Dueker
【文题(必填)】
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)【年份(必填)】
2013
【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/full/10.1080/14697688.2012.739726