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Paper Publications

Current position: Home  >  Scientific Research  >  Paper Publications

极端VaR风险测度的新方法：QRNN+POT

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Journal:系统工程学报

Co-author:陈士俊,蒋翠侠,刘曦

First Author:许启发

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:31

Issue:1

Page Number:33-44

Translation or Not:no

Date of Publication:2016-01-31