基于Levy-GARCH模型的上证50ETF市场跳跃行为与波动特征研究
郑尊信, 王华然, 朱福敏
Studies on Volatility Features and Jump Behavior of Shanghai 50ETF Market Based on Levy-GARCH Model
ZHENG Zun-xin, WANG Hua-ran, ZHU Fu-min
中国管理科学
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2019, (2): 41
-52
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DOI: 10.16381/j.cnki.issn1003-207x.2019.02.005