中国股指收益率序列GARCH模型中变点的Bayes识别
Publisher: 国家哲学社会科学学术期刊数据库
E-ISSN: 1002-6487|volume|5|148-151
ISSN: 1002-6487
Source: 统计与决策, Vol.volume, Iss.5, 2016-01, pp. : 148-151
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Abstract