中美股指间的动态相依结构及突变因素——基于时变Copula-ARMA-NAGARCH的分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1009-6116|volume|2|80-90

ISSN: 1009-6116

Source: 北京工商大学学报:社会科学版, Vol.volume, Iss.2, 2016-01, pp. : 80-90

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract