基于样本外固定滚动窗宽的VaR参数模型预测的比较

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-6487|volume|15|86-89

ISSN: 1002-6487

Source: 统计与决策, Vol.volume, Iss.15, 2015-01, pp. : 86-89

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Abstract