基于VaR技术的银行间同业拆借利率的度量研究 / The Measurement Research of Inter-bank Offered Rate based on VaR Technology
- Resource Type
- Academic Journal
- Source
- 金融教育研究 / JOURNAL OF JIANGXI FINANCE COLLEGE. 32(3):61-68
- Subject
GARCH族模型 同业拆借利率 VaR ARMA SHIBOR - Language
- Chinese
- ISSN
- 2095-0098