基于收益与波动外溢的股市与汇市关联性研究——来自VAR(1)-MGARCH(1,1)-BEKK的证据

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-5072|37|7|143-154

ISSN: 1000-5072

Source: 暨南学报:哲学社会科学版, Vol.37, Iss.7, 2015-01, pp. : 143-154

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Abstract