共 50 条
[2]
[Anonymous], 2014, American Journal of Operations Research, DOI DOI 10.4236/AJOR.2014.44023
[6]
Evaluating value-at-risk measures in the presence of long memory conditional volatility
[J].
Journal of Risk,
2008, 10 (03)
:79-110
[10]
Engle RF., 1986, ECONOMET REV, V5, P1, DOI [10.1080/07474938608800095, DOI 10.1080/07474938608800095]