Applied Mathematics

Vol.5 No.13(2014), Paper ID 47595, 7 pages

DOI:10.4236/am.2014.513179

 

Measuring Dependence Risk of Funds with Copula in China

 

Jiaqi Tang, Guohua Sun

 

School of Management, Guilin University of Technology, Guilin, China
College of Science, Guilin University of Technology, Guilin, China

 

Copyright © 2014 Jiaqi Tang, Guohua Sun et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Tang, J. and Sun, G. (2014) Measuring Dependence Risk of Funds with Copula in China. Applied Mathematics, 5, 1863-1869. doi: 10.4236/am.2014.513179.

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