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dc.contributor.advisor朱建平
dc.contributor.author陈隽
dc.date.accessioned2017-06-20T08:25:31Z
dc.date.available2017-06-20T08:25:31Z
dc.date.issued2016-07-12
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/130990
dc.description.abstract经济全球化与全球贸易一体化促使全球金融市场间的联系愈加紧密与复杂,金融产品创新步伐加速与宽松的金融监管环境加剧全球金融市场大幅波动,从2007年波及全球的美国次贷危机,到2014年中国股市在8个月之内从2000多点攀升至5178点的“杠杆牛”,并于短短17个交易日从5178点暴跌至3373点的可载入史册的历史灾难,此类极端事件皆折射出投资者与金融监管层对系统性金融风险的认知匮乏,并缺乏行之有效的风险测度指标。随着人民币纳入SDR成为全球储备货币,中国金融市场与国际市场的联系愈加紧密,提升投资者与监管层的金融风险管理能力显得十分紧迫。相关性研究在近年来的金融实证研究中越来越受关注,但大部分的研究...
dc.description.abstractEconomic globalization and global trade integration ties the global financial markets more and more closely and complicated.The accelerating financial product innovation pace and the easing intensified financial regulatory environment of the global financial market make the market much more volatile than ever. From the globally spreading US subprime crisis in 2007 to the recent market rout in Chin...
dc.language.isozh_CN
dc.relation.urihttp://210.34.4.28/opac/openlink.php?strText=51770&doctype=ALL&strSearchType=callno
dc.source.urihttp://210.34.4.13:8080/lunwen/detail.asp?serial=57957
dc.subjectCopula Function
dc.subjectGeneralized Pareto Distribution
dc.subjectDependence Structure
dc.subjectCopula函数
dc.subject广义帕累托分布
dc.subject相依结构
dc.title蓝筹指数与中小创指数相关性研究——基于Copula理论的实证分析
dc.title.alternativeThe Correlation Study between Blue Chips Index and Growth Enterprise Index——Empirical Analysis Based on Copula Theory
dc.typethesis
dc.date.replied2016-04-16
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院_数量经济学
dc.description.note学号:15420131152034


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