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gpD protein, lambda phage

Known as: lambda phage protein gpD 
National Institutes of Health

Papers overview

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2014
2014
采用4种Backtesting检验方法,检验22个常态和时变投资组合动态VaR预测模型的风险预测精度,发现GJR-GPD-TV-Copula具有最高的投资组合风险预测精度,GIR-GPD-Copula的拟合、密度预测和组合风险预测精度都要高于GJR-SKST…