北上资金、百度指数与股市关联性的时频域研究——基于协高阶矩视角
林娟娟, 唐勇, 周小亮, 朱鹏飞
Research on the Relationship between Northward Capital, Baidu Index and Stock Market in Time and Frequency Domain——Based on the Perspective of Higher Order Co-moments
LIN Juan-juan, TANG Yong, ZHOU Xiao-liang, ZHU Peng-fei
中国管理科学
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2022, (1): 20
-31
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DOI: 10.16381/j.cnki.issn1003-207x.2020.0085