波动率制度、非对称基差效应与预测表现:WTI原油期货市场的实证研究

Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market

Energy Economics · 2011
被引 50
人大 A-ABS 3
能源经济学金融计量经济学期货市场波动率建模