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CASIPM OpenIR  > 2016年1月更名为:中国科学院科技战略咨询研究院  > 期刊论文
题名: Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model
作者: Liu, Bing-Yue1, 2;  Ji, Qiang2, 3;  Fan, Ying4
刊名: ENERGY ECONOMICS
发表日期: 2017
期: 68, 页:53-65
语种: 英语
内容类型: 期刊论文
URI标识: http://ir.casipm.ac.cn/handle/190111/8357
Appears in Collections:中国科学院科技战略咨询研究院 2016.1.20--_期刊论文

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作者单位: 1.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China.
2.Chinese Acad Sci, Inst Sci & Dev, Ctr Energy & Environm Policy Res, Beijing 100190, Peoples R China.
3.Univ Chinese Acad Sci, Sch Publ Policy & Management, Beijing 100049, Peoples R China.
4.Beihang Univ, Sch Econ & Management, Beijing 100191, Peoples R China

Recommended Citation:
Liu, Bing-Yue,Ji, Qiang,Fan, Ying. Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model[J]. ENERGY ECONOMICS,2017(68):53-65.
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文件名: Dynamic return-volatility dependence and risk measure of CoVaR in the oil market_A time-varying mixed copula model.pdf
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