Yue-Xian Li*、Jin-Guo Lian、Hong Kun Zhang
????????????????????????????????2000?1?4???2016?1?4??????????????????????????????????WTI??????????????????????????GARCH?????VaR????????????????????????Kupiecs POF????Christo ffersens?????????????????VaR???????????????????????????EGARCH?1,1????????????????WTI????APARCH?1,1??GJR-GARCH?1,1????GARCH??????????????????????????????????????????????????????????????????????????????????????????????????
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