基于ECM-DCC模型的期货动态CVaR套期保值模型及其实证分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1007-3221|25|4|172-178

ISSN: 1007-3221

Source: 运筹与管理, Vol.25, Iss.4, 2016-01, pp. : 172-178

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Abstract