基于ARMA-GARCH模型的同业拆借利率的VaR度量

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 2095-3283|volume|2|85-87

ISSN: 2095-3283

Source: 对外经贸, Vol.volume, Iss.2, 2016-01, pp. : 85-87

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Abstract