Risk Measure of Shibor Based on VAR and EGARCH

He Qi-zhi. Risk Measure of Shibor Based on VAR and EGARCH. In International Conference on Computer Science and Software Engineering, CSSE 2008, Volume 5: E-learning and Knowledge Management / Socially Informed and Instructinal Design / Learning Systems Platforms and Architectures / Modeling and Representation / Othe. pages 1333-1336, IEEE Computer Society, 2008. [doi]

Abstract

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