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Empirical analysis on future-cash arbitrage risk with portfolio VaR
  • ISSN号：0378-4371
  • 期刊名称：Physica A: Statistical Mechanics and Its Applicati
  • 时间：2014.3.15
  • 页码：210-216
  • 相关项目：可违约资产组合市场风险和信用风险集成度量模型及数值方法研究
作者： Chen, Rongda|Li, Cong|Wang, Weijin|Wang, Ze|
同期刊论文项目
可违约资产组合市场风险和信用风险集成度量模型及数值方法研究
期刊论文 19 会议论文 10
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