Measurement of Risk Based on QR-GARCH-EVT Model
Publié en ligne: 20 août 2020
Pages: 473 - 482
Reçu: 28 nov. 2019
Accepté: 01 févr. 2020
© 2020 Jun Duan et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.