波动性变化下的VaR历史模拟法实证研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1007-3221|26|12|112-118

ISSN: 1007-3221

Source: 运筹与管理, Vol.26, Iss.12, 2017-01, pp. : 112-118

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Abstract