基于结构转换非参数GARCH模型的股市波动率预测拟合性评估

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-6487|volume|17|162-165

ISSN: 1002-6487

Source: 统计与决策, Vol.volume, Iss.17, 2015-01, pp. : 162-165

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Abstract