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国际期货市场收益波动性与交易量关系的双变量广义自回归条件异方差均值研究

A bivariate generalized autoregressive conditional heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures markets

Journal of Futures Markets · 1998
被引 21
人大 BABS 3
金融经济学计量经济学期货市场波动性建模