基于多分布GARCH族模型的沪深300指数VaR测度研究
Publisher: 国家哲学社会科学学术期刊数据库
E-ISSN: 1003-8353|volume|12|43-50
ISSN: 1003-8353
Source: 东岳论丛, Vol.volume, Iss.12, 2016-01, pp. : 43-50
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Abstract