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
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract