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.

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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 (7) : 1162-1168. DOI: 10.12011/1000-6788(2010)7-1162
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