市场流动性与市场预期的动态相关结构研究——基于ARMA-GJR-GARCH-Copula模型分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|volume|2|1-10

ISSN: 1003-207x

Source: 中国管理科学, Vol.volume, Iss.2, 2016-01, pp. : 1-10

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Abstract