基于Copula-ACD模型的股票连涨和连跌收益率风险分析

Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (2) : 298-304.

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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 ›› 2010, Vol. 30 ›› Issue (2) : 298-304. DOI: 10.12011/1000-6788(2010)2-298
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