使用三区制阈值GARCH模型对可持续股票市场中的时变贝塔进行建模

Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

• Fredj Jawadi
• Waël Louhichi
• Abdoulkarim Idi Cheffou
• Hachmi Ben Ameur 通讯