A Research Based On POT-CAViaR Model of Extreme Risk Measure
Publié en ligne: 20 août 2020
Pages: 461 - 472
Reçu: 25 nov. 2019
Accepté: 01 févr. 2020
© 2020 Baoshuai Zhang et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.