基于极值理论的高频条件VaR动态区间估计模型

Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (7) : 1162-1168.

PDF(641 KB)
中国科学院数学与系统科学研究院期刊网
PDF(641 KB)
Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (7) : 1162-1168. DOI: 10.12011/1000-6788(2010)7-1162
论文

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(641 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉