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2. Research on VaR and ES of Liquidity adjustment in Chinese stock market based on Copula-EVT Model;liu;Journal of Applied Statistics and Management,2010
3. Parameter Solution and Order Determination of Mixed Normal Distribution Based on EM algorithm;guo;Modern Computer,2009
4. Econometric Analysis of stock market risk in BRICS countries;wu;Changchun University of Technology,2021
5. ARMA-GARCH Model based on Mixed Normal Distribution and its VaR Risk Measurement;jin;Northwestern University,2012