证券市场指令流与收益的非线性依赖性研究:混合连接函数(Mixed Copula)在流动性及流动性黑洞问题上的应用

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1004-6062|volume|3|151-160

ISSN: 1004-6062

Source: 管理工程学报, Vol.volume, Iss.3, 2016-01, pp. : 151-160

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Abstract