基于贝叶斯Wishart波动模型的原油市场与股市动态相依性研究
朱慧明, 彭成, 游万海, 邓超
The Dynamic Dependence Between Crude Oil Market and Stock Market Based on Bayesian Wishart Multivariate Stochastic Volatility model
ZHU Hui-ming, PENG Cheng, YOU Wan-hai, DENG Chao
中国管理科学
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2014, (7): 1
-9
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