Lévy GARCH模型下的风险价值：来自全球股票市场的证据
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets
Journal of International Financial Markets, Institutions and Money · 2016
被引 39
ABS 3
- Skander Slim 通讯
- Yosra Koubaa
- Ahmed BenSaïda
金融经济学风险管理计量经济学波动率建模股票市场