搜索结果: 1-1 共查到“金融市场 the skew effect”相关记录1条 . 查询时间(0.062 秒)
Perturbed Copula: Introducing the skew effect in the co-dependence
Introducing the skew effect co-dependence
2010/10/18
Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows...