我国黄金期货市场风险测度——基于EGARCH-POT模型的VaR与CVaR研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1671-6973|16|6|91-97

ISSN: 1671-6973

Source: 江南大学学报:人文社会科学版, Vol.16, Iss.6, 2017-01, pp. : 91-97

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Abstract