基于TARCH-CAViaR模型的股指期货市场波动特性研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-6487|volume|6|169-171

ISSN: 1002-6487

Source: 统计与决策, Vol.volume, Iss.6, 2015-01, pp. : 169-171

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Abstract