魏正元, 王雪, 杨丹, 杨书悦.基于EGARCH和CornishFisher展开的VaR度量方法[J].重庆工商大学学报(自然科学版),2021,38(2):64-68
WEI Zheng-yuan, WANG Xue, YANG Dan, YANG Shu-yue. VaR Measurement Method Based on EGARCH and Cornish Fisher Expansion[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2021,38(2):64-68