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	Risk Analysis of Shanghai Inter-Bank Offered Rate - A GARCH-VaR Approach
	Maoguo Wu[1]; Zeyang Li[2]
刊名	European Scientific Journal
	2017
卷号	13页码:252-266
关键词	Interest Rate Risk Shibor GARCH-VaR
ISSN号	1857–7881
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2185035
专题	上海大学
作者单位	[1]SHU-UTS SILC Business School, Shanghai University[2]SHU-UTS SILC Business School, Shanghai University
推荐引用方式 GB/T 7714	Maoguo Wu[1],Zeyang Li[2]. Risk Analysis of Shanghai Inter-Bank Offered Rate - A GARCH-VaR Approach[J]. European Scientific Journal,2017,13:252-266.
APA	Maoguo Wu[1],&Zeyang Li[2].(2017).Risk Analysis of Shanghai Inter-Bank Offered Rate - A GARCH-VaR Approach.European Scientific Journal,13,252-266.
MLA	Maoguo Wu[1],et al."Risk Analysis of Shanghai Inter-Bank Offered Rate - A GARCH-VaR Approach".European Scientific Journal 13(2017):252-266.

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