基于HMM-GJR的中国燃油期货市场VaR风险测度

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1004-5937|volume|16|27-31

ISSN: 1004-5937

Source: 会计之友, Vol.volume, Iss.16, 2015-01, pp. : 27-31

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Abstract