Studies in Nonlinear Dynamics and Econometrics. 2013;17(4):-. doi: 10.1515/snde-2012-0028 Q40.72025

A value-at-risk analysis of carry trades using skew-GARCH models

基于偏斜-GARCH模型的套利交易风险价值分析

DOI: 10.1515/snde-2012-0028

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