有色金属期货波动率预测:协方差、协变量还是组合?
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?
Journal of International Financial Markets, Institutions and Money · 2017
被引 27
ABS 3
- Štefan Lyócsa
- Péter Molnár
- Neda Todorova 通讯
金融经济学计量经济学期货市场波动率建模