摘要
本文首先对金融整体风险分布的特征进行了概述,接着总结了金融风险的相关性度量方法,最后探讨了如何用Copula函数对金融机构面临的各种风险进行整合。
Firstly, an overview about the characteristics of overall risk in the financial market is proposed, and then sum- marizes the measurement methods about correlation of the financial risk. In the end the paper discusses how to use the Copula function to integrate various risks faced by financial institutions.
出处
《未来与发展》
2011年第7期34-37,共4页
Future and Development
基金
国家统计局全国统计科研重点项目<统计数据的函数化及函数型数据分析的工具创新>(编号:2009LZ026)资助
