加权复合分位数回归方法在动态VaR风险度量中的应用

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|23|6|1-8

ISSN: 1003-207x

Source: 中国管理科学, Vol.23, Iss.6, 2015-01, pp. : 1-8

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Abstract