基于非参数核估计方法的均值-VaR模型

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|25|5|1-10

ISSN: 1003-207x

Source: 中国管理科学, Vol.25, Iss.5, 2017-01, pp. : 1-10

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Abstract