主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
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
Chinese Journal of Management Science . 2014, (7): 1 -9 .