location： Current position: Home >> Scientific Research >> Paper Publications

基于CVaR—GARCH—GED模型单品种期货风险价值预测

Hits:

Indexed by:期刊论文

Date of Publication:2007-01-01

Journal:统计与决策

Included Journals:PKU、CSSCI

Page Number:95-97

Key Words:广义误差分布;CVaR-GARCH-GED模型;期货市场风险

Pre One:基于VaR的多阶段存货风险衡量方法

Next One:全流通对价问题的博弈研究
Recommended Ph.D.Supervisor Recommended MA Supervisor Institutional Repository Personal Page

Address: No.2 Linggong Road, Ganjingzi District, Dalian City, Liaoning Province, P.R.C., 116024

Click : times
  • MOBILE Version
    •
    Open time:..
    The Last Update Time:..

    Mobile phone sweep