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

被引：0

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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摘要：

引用

页码：13 / 21

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