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	Technique for Verifying the Accuracy of Time-varying CVaR Models
	Li Shu-shan
	2009
会议名称	3rd international Conference on Risk Management and Global e-Business
会议日期	AUG 10-12, 2009
关键词	time-varying CVaR models time-varying VaR models likelihood ratio technique of normalization EGARCH model
页码	396-399
收录类别	CPCI-S ; CPCI-SSH
会议录	PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON RISK MANAGEMENT & GLOBAL E-BUSINESS, VOLS I AND II
URL标识	查看原文
内容类型	会议论文
URI标识	http://www.corc.org.cn/handle/1471x/6067876
专题	山东大学
作者单位	Shandong Univ Sci & Technol, Coll Informat Sci & Engn, Qingdao 266510, Peoples R China.
推荐引用方式 GB/T 7714	Li Shu-shan. Technique for Verifying the Accuracy of Time-varying CVaR Models[C]. 见:3rd international Conference on Risk Management and Global e-Business. AUG 10-12, 2009.

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