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Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula.

Huizi MaLin LinHan SunYue Qu
Published in: Complex. (2021)
Keyphrases
  • dependence structure
  • marginal distributions
  • higher order statistics
  • markov networks
  • probability distribution
  • wavelet transform
  • maximum likelihood