Crossmark

Dynamic factor copula-based modeling for market risk optimization with an application to the real industry in China

Crossref DOI link: https://doi.org/10.1016/j.jik.2023.100453

Published Print: 2023-10

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Chen, Zhenlong

Zhou, Jialian

Hao, Xiaozhen
Funding

Funding for this research was provided by:

Natural Science Foundation of Zhejiang Province (LQ22G010001, LY21G010003)

Zhejiang Gongshang University (SZJ2022A012, SZJ2022B017)

Zhejiang Office of Philosophy and Social Science (22YJRC07ZD-2YB)

National Natural Science Foundation of China (11971432, 12371150)
License Information

Text and Data Mining valid from 2023-10-01

Text and Data Mining valid from 2023-10-01

Version of Record valid from 2023-11-17
More Information

This article is maintained by: Elsevier

Article Title: Dynamic factor copula-based modeling for market risk optimization with an application to the real industry in China

Journal Title: Journal of Innovation & Knowledge

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jik.2023.100453

Content Type: article

Copyright: © 2023 The Authors. Published by Elsevier España, S.L.U. on behalf of Journal of Innovation & Knowledge.