Empirical analysis of value-at-risk estimation methods using extreme value theory

被引：0
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作者：
Zhan, Y. [1 ]
Tian, H. [1 ]
机构：
[1] School of Management, Finance Center, Tianjin University, Tianjin 300072, China
来源：
Journal of Systems Engineering and Electronics | 2001年 / 12卷 / 01期
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页码：13 / 21
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