基于常数和门限AR-TGARCH模型的CAViaR研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1004-6062|31|2|200-208

ISSN: 1004-6062

Source: 管理工程学报, Vol.31, Iss.2, 2017-01, pp. : 200-208

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Abstract