Macro Risk Measurement Model of Commercial Bank Project Based on Multivariate Copula Function
Index Terms—Project macro risk, risk measurement, multivariate copula function, mean square error.
Zhanjiang Li is with College of Economics and Management, Inner Mongolia Agricultural University, No.306 ZhaoWu Da Road, Saihan District, Hohhot, China (email: email@example.com).
Cite: Zhanjiang Li, "Macro Risk Measurement Model of Commercial Bank Project Based on Multivariate Copula Function," International Journal of e-Education, e-Business, e-Management and e-Learning vol. 6, no. 4, pp. 220-226, 2016.
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