统计研究 ›› 2003, Vol. 20 ›› Issue (10): 45-4.
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史道济; 关静
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Abstract: In this paper we use logistic conditional model and GEV conditional model to analysize the data on 1992-- 1999‘s log profit of intra-daily close price on the Shanghai and Shenzhen Stock Market.By comparison we give the optimal methods for GEV conditional model.
史道济, 关静. 沪深股市风险的相关性分析[J]. 统计研究, 2003, 20(10): 45-4.
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https://tjyj.stats.gov.cn/CN/Y2003/V20/I10/45
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