基于非线性分位数回归模型的多期VaR风险测度

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|23|3|56-65

ISSN: 1003-207x

Source: 中国管理科学, Vol.23, Iss.3, 2015-01, pp. : 56-65

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Abstract