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
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
Chinese Journal of Management Science . 2016, (2): 1 -10 .  DOI: 10.16381/j.cnki.issn1003-207x.2016.02.001