PDF(6297 KB)
AR-TARCH-EVT based analysis of Shibor's volatility and dynamic risk
LI Xu-Chao, JIANG Yue-Xiang
South China Journal of Economics ›› 2014, Vol. 32 ›› Issue (5) : 42-51.
PDF(6297 KB)
PDF(6297 KB)
AR-TARCH-EVT based analysis of Shibor's volatility and dynamic risk
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