尾部相关性对投资组合VaR的影响分析

Systems Engineering - Theory & Practice ›› 2007, Vol. 27 ›› Issue (7) : 64-68.

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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 ›› 2007, Vol. 27 ›› Issue (7) : 64-68. DOI: 10.12011/1000-6788(2007)7-64
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