非对称均值回归与金融危机形成机理——基于ANST-GARCH模型的实证研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1001-148x|volume|3|9-17

ISSN: 1001-148x

Source: 商业研究, Vol.volume, Iss.3, 2015-01, pp. : 9-17

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Abstract