中国股市风险CAViaR方法的稳定性分析及其时变建模

刘新华;黄大山

The Stability Analysis and Time-varying Modeling of CAViaR for Chinese Stock Markets

Xin Hua LIU;Da Shan HUANG

系统工程理论与实践 . 2005, (3): 1 -6 . DOI: 10.12011/1000-6788(2005)3-1