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

An Improved Extreme Financial Risk Measurement Model: ES-TV Parametric Model

Release Time:2023-05-21  Hits:

Date of Publication: 2022-10-05

Journal: International Conference on Economics and Management (ICEM)

Institution: 经济管理学院

Page Number: 72-78

Prev One:analysis on the coefficient of relative risk aversion in currency substitution

Next One:Calibrating Stochastic Volatility Models with Time-based Rescaling of Option Data
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
The Founding Time : ..
The Last Update Time : ..

Mobile phone sweep