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Based on Copula-CoVaR model of risk spillover effect of oil markets and other commodity markets.
Chenxiao Tian
Baoshuai Zhang
Jun Duan
Published in:
J. Intell. Fuzzy Syst. (2020)
Keyphrases
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experimental data
high level
theoretical framework
mathematical model
objective function
computational model
monte carlo simulation
prior knowledge
cost function
probability distribution
statistical model
probability density function
formal model
risk assessment