宏观流动性体制转换、极值尾部相依与杠铃资产配置:藤 Copula、隐马尔可夫模型与主权缓冲动力学 | Macro-Liquidity Regime Switching, Extreme Tail Dependence and Barbell Asset Allocation: Vine Copulas, Hidden Markov Models and Sovereign Buffer Dynamics
- DOI
- 10.5281/zenodo.23828048
- Published
- 2026
- Container
- Not recorded
- Publisher
- 5D Library
- Open access
- yes
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limited evidence Score 47/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.
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Cite this work
BibTeX
@article{allodium:10.5281/zenodo.23828048,
title = {宏观流动性体制转换、极值尾部相依与杠铃资产配置:藤 Copula、隐马尔可夫模型与主权缓冲动力学 | Macro-Liquidity Regime Switching, Extreme Tail Dependence and Barbell Asset Allocation: Vine Copulas, Hidden Markov Models and Sovereign Buffer Dynamics},
author = {Fan, Yafu},
year = {2026},
doi = {10.5281/zenodo.23828048},
url = {https://doi.org/10.5281/zenodo.23828048}
}RIS
TY - JOUR TI - 宏观流动性体制转换、极值尾部相依与杠铃资产配置:藤 Copula、隐马尔可夫模型与主权缓冲动力学 | Macro-Liquidity Regime Switching, Extreme Tail Dependence and Barbell Asset Allocation: Vine Copulas, Hidden Markov Models and Sovereign Buffer Dynamics AU - Fan, Yafu PY - 2026 DO - 10.5281/zenodo.23828048 UR - https://doi.org/10.5281/zenodo.23828048 ER -
APA
Yafu, F. (2026). 宏观流动性体制转换、极值尾部相依与杠铃资产配置:藤 Copula、隐马尔可夫模型与主权缓冲动力学 | Macro-Liquidity Regime Switching, Extreme Tail Dependence and Barbell Asset Allocation: Vine Copulas, Hidden Markov Models and Sovereign Buffer Dynamics. https://doi.org/10.5281/zenodo.23828048