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
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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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