杨楠, 邱丽颖. On the Optimal Structure of International Reserve Assets in China:Analysis of Portfolio Models Based on Time-varying Copula and VaR[J]. Journal of Finance and Economics, 2012, 38(5): 16–28.
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Journal of Finance and Economics
LiuYuanchun, Editor-in-Chief
ZhengChunrong, Vice Executive Editor-in-Chief
YaoLan BaoXiaohua HuangJun, Vice Editor-in-Chief
On the Optimal Structure of International Reserve Assets in China:Analysis of Portfolio Models Based on Time-varying Copula and VaR
Journal of Finance and Economics Vol. 38, Issue 05, pp. 16 - 28 (2012)
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