基于两种分布下的SV模型与GARCH模型的VaR比较

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1673-8004|35|5|133-137

ISSN: 1673-8004

Source: 重庆文理学院学报, Vol.35, Iss.5, 2016-01, pp. : 133-137

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract