我国商业银行隔夜拆借利率风险值(VaR)度量——基于时变波动率方法的研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 2095-3410|31|6|106-112

ISSN: 2095-3410

Source: 经济与管理评论, Vol.31, Iss.6, 2015-01, pp. : 106-112

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Abstract