股票和债券收益中的非线性可预测性:何时何地可利用?
Non-linear predictability in stock and bond returns: When and where is it exploitable?
International Journal of Forecasting · 2009
被引 78
ABS 3
- Massimo Guidolin 通讯
- Stuart Hyde
- David G. McMillan
- Sadayuki Ono
金融经济学计量经济学资产定价时间序列分析波动率建模