间接TARCH-CAViaR模型及其MCMC参数估计与应用

Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (9) : 46-51.

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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 ›› 2008, Vol. 28 ›› Issue (9) : 46-51. DOI: 10.12011/1000-6788(2008)9-46
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