Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization.
Jiangze DuKin Keung LaiPublished in: J. Syst. Sci. Complex. (2017)
Keyphrases
- exchange rate
- risk management
- foreign exchange
- stock price
- financial markets
- financial time series
- long run
- risk assessment
- currency exchange
- risk analysis
- decision support system
- influence diagrams
- probabilistic model
- trading systems
- credit risk
- commercial banks
- information systems
- monetary policy
- non stationary
- decision making
- software development projects
- portfolio optimization
- operational risk
- artificial intelligence