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Home > Scientific Research > Paper Publications

基于POT模型的巨灾损失VaR和CVaR估计

Release time:2021-06-12 Hits:

Affiliation of Author(s):管理学院
Journal:北京化工大学学报(社会科学版)
Funded by:学校社科项目
Note:2020.10.07 通过。211高校学报
Indexed by:Journal paper
Document Code:12046
ISSN No.:1671-6639
Translation or Not:no
CN No.:11-4741/C
Date of Publication:2020-06-15