中国股指期货和现货市场时变联动与波动溢出研究——基于DCC—MGARCH—VAR模型的实证分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1004-4434|38|10|66-70

ISSN: 1004-4434

Source: 学术论坛, Vol.38, Iss.10, 2015-01, pp. : 66-70

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Abstract