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主办：中国优选法统筹法与经济数学研究会
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Chinese Journal of Management Science
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中文
The Estimating Method of VaR Based on the Threshold Double AR Model and its Application
JIANG Yong, WU Wu-qing, WANG Li-wei, YE Wu-yi, CHEN Min
Chinese Journal of Management Science . 2012, (
5
): 1 -6 .
