基于峰度法的POT模型对沪深股市极端风险的度量

Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (5) : 786-796.

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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 (5) : 786-796. DOI: 10.12011/1000-6788(2010)5-786
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