引入联跳的中国股市协方差预测——基于多元HAR模型

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1672-0334|29|6|28-38

ISSN: 1672-0334

Source: 管理科学, Vol.29, Iss.6, 2016-01, pp. : 28-38

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Abstract