非独立序列的POT模型及其在汇率风险中的应用
蔡光辉, 王涛, 刘顺祥
The POT Model for the Dependent Sequence and its Application in Computing ValueatRisk of Exchange Rates
Cai Guanghui，Wang Tao，Liu Shunxiang
江苏大学学报（社会科学版）
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2015, (2): 78
-84
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DOI: 10.13317/j.cnki.jdskxb.2015.024
