The POT Model for the Dependent Sequence and its Application  in Computing ValueatRisk of Exchange Rates

Cai Guanghui，Wang Tao，Liu Shunxiang

Journal of Jiangsu University(Social Science Edition) ›› 2015, Vol. 17 ›› Issue (2) : 78-84.

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Journal of Jiangsu University(Social Science Edition) ›› 2015, Vol. 17 ›› Issue (2) : 78-84. DOI: 10.13317/j.cnki.jdskxb.2015.024
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The POT Model for the Dependent Sequence and its Application  in Computing ValueatRisk of Exchange Rates

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2015, 17(2): 78-84 https://doi.org/10.13317/j.cnki.jdskxb.2015.024

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