Based on Copulas Connect Theory Analysis of the Risk of Infection
Journal Title: Scholars Journal of Economics, Business and Management - Year 2016, Vol 3, Issue 4
Abstract
In this paper to undertake Preliminary research on correlation of Gold, Crude Oil and the Dow Jones Industrial Average, have the same data source. Copulas connect model is established to solve the related structures between the financial time series. Can directly find correlation between the sequences. So can be used as a research and analysis prediction method to system comprehensive analysis of Crude Oil as the investment value of investment products, and has a guiding significance for other related analysis. Keywords: Copula, Risk Analysis, Non-parametric Estimation, Correlation.
Authors and Affiliations
Shuli Qiu, Yuxue Wang
Keywords
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