基于神经网络分位数回归的多期CVaR风险测度

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-1566|36|4|715-730

ISSN: 1002-1566

Source: 数理统计与管理, Vol.36, Iss.4, 2017-01, pp. : 715-730

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Abstract