新兴市场股票价格与铜、石油和小麦价格之间的波动性和相关性建模

Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat

Energy Economics · 2014
被引 319 · 同刊同年前 3%
人大 A-ABS 3
金融经济学计量经济学新兴市场大宗商品波动率建模