预测原油和成品油波动率与相关性：来自分数积分多元GARCH模型的新证据

Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models

• Malvina Marchese
• Ioannis Kyriakou
• Michael Tamvakis 通讯
• Francesca Di Iorio