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基于Skew-t-GJRGARCH(1,1)模型的 5G 板块风险度量研究.

Authors :
李世君
唐国强
杜诗雪
Source :
Journal of Guangxi Normal University - Natural Science Edition; 2020, Vol. 38 Issue 5, p56-63, 8p
Publication Year :
2020

Abstract

<i>Copyright of Journal of Guangxi Normal University - Natural Science Edition is the property of Gai Kan Bian Wei Hui and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)

Details

Language :
Chinese
ISSN :
10016600
Volume :
38
Issue :
5
Database :
Complementary Index
Journal :
Journal of Guangxi Normal University - Natural Science Edition
Publication Type :
Academic Journal
Accession number :
146794156
Full Text :
https://doi.org/10.16088/j.issn.1001-6600.2020.05.007