国际碳市场风险价值度量的新方法——基于EVT-CAViaR模型
张晨, 丁洋, 汪文隽
An Innovation of Estimating Value at Risk of International Carbon Market:Conditional Autoregressive Value at Risk Models with Refinements from Extreme Value Theory
ZHANG Chen, DING Yang, WANG Wen-jun
中国管理科学
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2015, (11): 12
-20
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DOI: 10.16381/j.cnki.issn1003-207x.2015.11.002
