基于BEMD-Copula-GARCH模型的股票投资组合VaR风险度量研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-6788|37|2|303-310

ISSN: 1000-6788

Source: 系统工程理论与实践, Vol.37, Iss.2, 2017-01, pp. : 303-310

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Abstract