我国外汇市场与股票市场间波动溢出效应实证研究——基于小波多分辨的多元BEKK—GARCH(1,1)模型分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|23|4|30-38

ISSN: 1003-207x

Source: 中国管理科学, Vol.23, Iss.4, 2015-01, pp. : 30-38

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Abstract