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Copula理论是基于联合分布的一种建模方法,函数提供了一种灵活使用的方法,目前被广泛引用在金融领域。本文主要对Copula函数进行研究,探讨了copula函数在金融分析中的主要应用。研究表明Copula函数对金融数据的建模和分析有着重要的意义。
Copula theory is based on the joint distribution of a modeling method, the function provides a flexible use of the method, is now widely cited in the financial field. This paper mainly studies Copula function and discusses the main application of copula function in financial analysis. The research shows that Copula function is of great significance to the modeling and analysis of financial data.