GARCH模型在计算我国股市风险价值中的应用研究

邹建军;张宗益;秦拯

The Application of GARCH Model in Computing the VaR of Chinese Stock Market

Jian jun ZOU ; Zong yi ZHANG;Zheng QIN

系统工程理论与实践 . 2003, (5): 20 -25 . DOI: 10.12011/1000-6788(2003)5-20