⑵The application of Copula function in financial market-related analysis is discussed, particularly the Copula tail correlation analysis. The relevant conclusions with the coefficient of tail dependence of linear mixed Copula are deduced.
⑵讨论Copula函数在金融市场相关性分析中的应用,特别是Copula函数的尾部相关性分析,同时给出了线性混合Copula函数尾部相关系数的相关结论。
参考来源 - Copula理论在金融分析中的应用·2,447,543篇论文数据，部分数据来源于NoteExpress
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