基于GARCH模型的VaR方法在沪深300ETF风险测量的应用

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1671-1807|17|1|122-127

ISSN: 1671-1807

Source: 科技和产业, Vol.17, Iss.1, 2017-01, pp. : 122-127

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Abstract