基于GARCH族模型对我国沪深股市在险价值(VaR)的实证分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1671-4806|15|5|1-9

ISSN: 1671-4806

Source: 无锡商业职业技术学院学报, Vol.15, Iss.5, 2015-01, pp. : 1-9

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Abstract