Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization |
scientific article |
Statements
Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (English)
0 references
21 August 2017
0 references
copula modeling
0 references
RMB exchange rate
0 references
RMB internationalization
0 references
value-at-risk
0 references
0 references
0 references
0 references