求翻译请大家帮帮忙,这是摘要翻译成英文!
来源:百度知道 编辑:UC知道 时间:2024/06/07 17:13:01
Copula theory is the description of dependency through market risk measurement approach. Papers to today's world of volatile financial markets against the backdrop of growing above the Shanghai Composite Index and Shenzhen Index constituents as an example of historical data in a more systematic introduction to the theoretical basis of Copula and Copula Archimedean focuses on family The measure of consistency and relevance. Consider the Shanghai Composite Index and Shenzhen Index composition relationship between what and how to measure this correlation. Associated with the common measurement compared Copula Based on the analysis of the relevance of the application of a much wider range of variables relevant to more fully portray. Papers on the basis of Shanghai and Shenzhen stock markets combined with the data obtained the parameters of Gumbel Copula, Gumbel Copula function by nature and has always been an excellent correlation between the market research to know Gumbel Copula fu