北京航空航天大学主页平台系统杨继平--中文主页-- The Historical Simulation Model of Value at Risk and Its Application in Shenzhen Stock Market，Lecture Notes in Decision Science：Financial Systems Engineering IV, 2006, 9, 425-430。

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The Historical Simulation Model of Value at Risk and Its Application in Shenzhen Stock Market，Lecture Notes in Decision Science：Financial Systems Engineering IV, 2006, 9, 425-430。

发布时间：2016-05-25| 点击次数：

合写作者： Wang Zhongkui,Yang Jiping

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上一条：: , Application of Statistical Process Control to Analyzing Volatility of a Stock Price, Lecture Notes in Decision Science：Financial Systems Engineering IV, 2006, 9: 281-286.

下一条：: , AR-GARCH Type Residuals Chart and Its Application to Financial Time Series Monitoring, The 8th International Conference on Industrial Management (ICIM’ 2006), September 20-22, 2006, Qingdao, China，675-680.

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