可转换债券市场的风险度量——基于GARCH模型的VaR方差—协方差模型分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1009-5292|volume|33|66-66

ISSN: 1009-5292

Source: 全国商情, Vol.volume, Iss.33, 2016-01, pp. : 66-66

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Abstract