
VaR measuring models based on the extreme#br# value theory and empirical studies
YUAN Jun-qing,ZHANG Zhen-yu,WANG Li-tong,ZHOU Ming-hua
Journal of Zhejiang University of Technology ›› 2013, Vol. 41 ›› Issue (5) : 578-582.
VaR measuring models based on the extreme#br# value theory and empirical studies
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