新三板、沪深股市间的波动溢出效应及动态相关性分析——基于BEKK/DCC-MVGARCH模型的实证研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-9031|volume|5|18-24

ISSN: 1003-9031

Source: 海南金融, Vol.volume, Iss.5, 2016-01, pp. : 18-24

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Abstract