<p class="15" align="center" style="margin-left:0.0000pt;text-indent:0.0000pt;text-align:center;"> </p> <div style="text-align:left;"> <span>基于</span> <b>FIGARCH-EVT</b> <span>模型的上海燃料油期货市场</span> <span>风险度量实证研究</span> </div>

An Empirical Research on Risk Measurement of Shanghai Fuel Oil Futures Market Based on FIG ARCH - E VT Model

朱恩文, 李偲, 李今平, 朱安安, 谭薇

Mathematical Theory and Applications . 2020, (1): 121 -128 .