Detailed Information

Cited 0 time in webofscience Cited 0 time in scopus
Metadata Downloads

Copula-NIG 모형을 이용한 선물계약의 리스크 측정Risk measurement of futures portfolio using Copula-NIG model

Alternative Title
Risk measurement of futures portfolio using Copula-NIG model
Authors
Seongjoo Song
Issue Date
27-5월-2017
Publisher
한국통계학회
Citation
한국통계학회 춘계학술논문발표회
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/23871
Conference Name
한국통계학회 춘계학술논문발표회
Place
KO
Conference Date
2017-05-26
Files in This Item
There are no files associated with this item.
Appears in
Collections
College of Political Science & Economics > Department of Statistics > 2. Conference Papers

qrcode

Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher Song, Seongjoo photo

Song, Seongjoo
정경대학 (통계학과)
Read more

Altmetrics

Total Views & Downloads

BROWSE