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A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data

机译：基于同信息的R-VINE Copula策略，以估算高频股票市场数据中的var

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Charu Sharma; Niteesh Sahni;
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1. A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data [J] . Charu Sharma, Niteesh Sahni PLoS One . 2021,第6期

机译：基于互信息的R-VINE Copula策略来估算高频股票市场数据中的VAR
2. Research on Information Spillover Effect of the RMB Exchange Rate and Stock Market Based on R-Vine Copula [J] . Xiaofei Wu, Shuzhen Zhu, Suxue Wang Complexity . 2020,第1期

机译：基于R-VINE Copula的人民币汇率与股票市场信息溢出效应研究
3. Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data [J] . Ji Qiang, Liu Bing-Yue, Cunado Juncal, The North American journal of economics and finance . 2020,第Jana期

机译：美国和剩余的G7股票市场之间的风险溢出使用与马尔可夫切换的时变金属块：来自一个世纪的数据
4. Research on the tail risk spillover between shanghai and shenzhen stock markets based on MODWT and time-varying Clayton Copula [C] . Sui Xin, He Jian-min, Li Shou-wei International Conference on Management Science Engineering . 2014

机译：基于MODWT和时变Clayton Copula的沪深股市尾部风险溢出研究
5. Estimating Production Losses from Disruptions Based on Stock Market Returns: Applications to 9/11 Attacks, the Deepwater Horizon Oil Spill, and Hurricane Sandy [D] . Pathak, Aditya Kiran. 2017

机译：估算基于股票市场的中断的生产损失返回：应用于9/11攻击，深水地平线漏油和飓风桑迪
6. Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study [O] . Charu Sharma, Amber Habib 2012

机译：基于互信息的股票网络和使用高频数据的日内交易者的投资组合选择：印度市场案例研究
7. Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study [O] . Charu Sharma, Amber Habib 2019

机译：使用高频数据的交易商的相互信息基于股票网络和投资组合选择：印度市场案例研究

A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data

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