市场流动性与市场预期的动态相关结构研究——基于ARMA-GJR-GARCH-Copula模型分析
姚登宝, 刘晓星, 张旭
Dynamic Correlation Structure Between Market Liquidity and Market Expectation:An Analysis Based on ARMA-GJR-GARCH-Copula Model
YAO Deng-bao, LIU Xiao-xing, ZHANG Xu
中国管理科学
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2016, (2): 1
-10
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DOI: 10.16381/j.cnki.issn1003-207x.2016.02.001
