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

Xin Hua LIU;Da Shan HUANG

Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (3) : 1-6.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (3) : 1-6. DOI: 10.12011/1000-6788(2005)3-1
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The Stability Analysis and Time-varying Modeling of CAViaR for Chinese Stock Markets

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2005, 25(3): 1-6 https://doi.org/10.12011/1000-6788(2005)3-1

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