基于Copula-ASV-EVT-CoVaR模型的中小板与创业板风险溢出度量研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-6788|36|3|559-568

ISSN: 1000-6788

Source: 系统工程理论与实践, Vol.36, Iss.3, 2016-01, pp. : 559-568

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Abstract