GARCH family model and its application in calculating stock index future VaR in Chinese market

Ting Li*, Zhigang Zhang, Lutao Zhao, Dongmei Ai

*此作品的通讯作者

科研成果: 书/报告/会议事项章节会议稿件同行评审

1 引用 (Scopus)

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Social Sciences

Economics, Econometrics and Finance