基于拔靴滤波历史模拟法的黄金市场VaR测度研究
吕永健, 符廷銮, 胡颖毅, 戴丹苗
A Study of Risk Measurements of Chinese Gold Market based on Bootstraped Filtered Historical Simulation Approaches
LYU Yong-jian, FU Ting-luan, HU Ying-yi, DAI Dan-miao
中国管理科学
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2019, (7): 46
-55
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DOI: 10.16381/j.cnki.issn1003-207x.2019.07.005