Therefore, it is becoming more important to study the dependence of extreme events. And this paper continues the research on the tail features of asset returns, especially of stock markets.
而且,近些年的一些金融极端事件,在全球范围内造成巨大影响,因而,研究极端事件之间发生的相关度也显得尤为重要。
Therefore, it is becoming more important to study the dependence of extreme events. And this paper continues the research on the tail features of asset returns, especially of stock markets.
而且,近些年的一些金融极端事件,在全球范围内造成巨大影响,因而,研究极端事件之间发生的相关度也显得尤为重要。
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