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Keyword [GARCH (Generalized AutoRegressive Conditional Heteroskedasticity)]
Result: 1 - 2 | Page: 1 of 1
1.
Study Of EVT-Based VaR And CVaR Of Market Risk Management Of Securities Company
2.
An Empirical Research On Chinese Stock Market’s Risk Measure(VaR And CvaR) Based On GARCH Model
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