基于MCMC参数估计的POT极值理论度量影子银行与A股市场VaR-ES

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-1549|volume|5|37-47

ISSN: 1000-1549

Source: 中央财经大学学报, Vol.volume, Iss.5, 2017-01, pp. : 37-47

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Abstract