Research on volatility and VaR prediction of Shanghai and Shenzhen 300 index(沪深300指数波动率和VaR预测研究)

SHENYinfang(沈银芳), YANXin(严鑫)

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DOI: 10.3785/j.issn.1008-9497.2022.01.010
Published: 1
Container: Zhejiang Daxue xuebao. Lixue ban
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3785/j.issn.1008-9497.2022.01.010,
  title = {Research on volatility and VaR prediction of Shanghai and Shenzhen 300 index(沪深300指数波动率和VaR预测研究)},
  author = {SHENYinfang(沈银芳) and YANXin(严鑫)},
  year = {2022},
  journal = {Zhejiang Daxue xuebao. Lixue ban},
  doi = {10.3785/j.issn.1008-9497.2022.01.010},
  url = {https://doi.org/10.3785/j.issn.1008-9497.2022.01.010}
}

RIS

TY  - JOUR
TI  - Research on volatility and VaR prediction of Shanghai and Shenzhen 300 index(沪深300指数波动率和VaR预测研究)
AU  - SHENYinfang(沈银芳)
AU  - YANXin(严鑫)
PY  - 2022
JO  - Zhejiang Daxue xuebao. Lixue ban
DO  - 10.3785/j.issn.1008-9497.2022.01.010
UR  - https://doi.org/10.3785/j.issn.1008-9497.2022.01.010
ER  -

APA

SHENYinfang(沈银芳), & YANXin(严鑫) (2022). Research on volatility and VaR prediction of Shanghai and Shenzhen 300 index(沪深300指数波动率和VaR预测研究). Zhejiang Daxue xuebao. Lixue ban. https://doi.org/10.3785/j.issn.1008-9497.2022.01.010

Source records

doaj · retrieved 2026-09-27T12:11:09.622Z