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基于CVaR—GARCH—GED模型单品种期货风险价值预测

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Indexed by: Journal Article

Date of Publication: 2007-01-01

Journal: 统计与决策

Included Journals: CSSCI、PKU

Page Number: 95-97

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

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