Journal of University of Science and Technology of China 2011 Issue 12 Analysis of portfolio VaR by time-varying pair-copula

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Journal of University of Science and Technology of China
0253-2778
2011 Issue 12

Analysis of portfolio VaR by time-varying pair-copula
CAO Jie;CHENG Xijun

..............page:1047-1051

The research of setting stock index futures\' margin based on spectral risk measure
WANG Wenlong;CHENG Xijun

..............page:1042-1046,1089

A new predictor-corrector large-update interior-point algorithm for nonmonotone linear complementarity problems
GONG Xiaoyu;HU Zhenpeng;WANG Xianjia

..............page:1075-1079

Shockwave-boundary layer interaction in 2D hypersonic inlets
HUANG Bo;LI Zhufei;JIA Lichao;YANG Jiming;LUO Xisheng

..............page:1084-1089

Large deviation of perturbed risk model with heavy-tailed claims and variable premium rate
HU Xueping;CHEN Yu;WU Yaohua

..............page:1060-1064

Simulation of the effects of voids on the deformation behavior of bulk amorphous alloys
XU Jianqing;WANG Yu

..............page:1095-1099,1106

zhong guo ke xue ji shu da xue xue bao zheng gao jian ze

..............page:1113-1114

η-distortion function of Agard and k-quasiconformal mappings
GAO Jianfu

..............page:1080-1083

Regulation strategies of trust relations between government and public in an emergency based on memory theory
ZHANG Yan;QI Wei

..............page:1100-1106

Calculating displacement for automotive engine mounting system based on newmark
ZHANG Wu;CHEN Jian

..............page:1090-1094

Nonparametric estimation and analysis of regional correlation structure——Empirical research based on China\'s per capita GDP growth rate
WANG Lili;MIAO Baiqi

..............page:1052-1059

Pseudospherical congruences between surfaces in R2,1
HOU Chuanyan;YANG Qi;YANG Xiaoying

..............page:1065-1074

Optimal portfolio project with modified covariance matrix and its stability
CHU Chen;FANG Zhaoben

..............page:1035-1041

Incentive compatibility for experts reporting private information truthfully
LU Guangsong

..............page:1107-1112