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在险价值及风险预算,Garch族，条件VaR ES+模型代码 in Python.rar
VaR ES
1.63 MB
2020-5-31

VaR CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS.pdf
2.94 MB
2015-5-13

The use of GARCH models in VaR estimation.pdf
406.93 KB
2015-2-21

A New Approach to Comparing VaR Estimation Methods.pdf
496.03 KB
2013-3-2

74839.pdf
Evaluating effects of excess kurtosis on VaR estimates:Evidence for international stock i
323.32 KB
2006-11-29

51798.rar
本附件包括：
- A comparative analysis of current credit risk.pdf
- exam.pdf
- fdi and real options.pdf
- how accurate are VAR models at commercial banks.pdf
- Ingersoll1977.pdf
- Merton1974.pdf
- The Cost of Business Cycles and the Benefits of Stabilization.pdf
- Worse Fluctuation method for fast Var Estimates.pdf
- ycd part3.pdf
- 1987shleifer-the economic consequences of noise trader.pdf
8.81 MB
2006-5-8

9893.rar
[下载][讨论]Handout.Introduction To ARCH & GARCH Models
本附件包括：
- The use of GARCH models in VaR estimation.pdf
339.98 KB
2005-3-9

7254.rar
VAR文献一
本附件包括：
- Worse Fluctuation method for fast Var Estimates.pdf
81.32 KB
2005-1-7

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