基于均衡的市场组合收益率波动模型(孔雀尾或瞪羚跳跃)

Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)

Annals of Operations Research · 2015
被引 4
ABS 3
金融经济学资产定价波动率建模计量经济学