基于Hawkes过程中美股市大幅波动互激效应的研究
汪冬华, 张裕恒
Research on Large Volatility Mutually Exciting Effect of Chinese and American Stock Markets Based on Hawkes Process
WANG Dong-hua, ZHANG Yu-heng
中国管理科学
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2018, (7): 32
-39
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DOI: 10.16381/j.cnki.issn1003-207x.2018.07.004
