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Statistics and Applications
Article
Data sources: UnpayWall
Statistics and Applications
Article . 2018 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.12677/sa...
Other literature type
Data sources: Microsoft Academic Graph
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Robust Portfolio Selection with GARCH-EVT-Copula

基于GARCH-EVT-Copula的WCVaR鲁棒投资组合模型
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2018Publisher:Hans PublishersJournal:Statistics and Application, volume 7, pages 54-64 (issn: 2325-226X, eissn: 2325-2251, Copyright policy )

doi: 10.12677/sa.2018.71008

Robust Portfolio Selection with GARCH-EVT-Copula

No summary information available
  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
bronze