全球股票市场波动率预测:杠杆效应、跳跃和隔夜信息的比较
Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information
International Review of Financial Analysis · 2021
被引 76
ABS 3
- Chao Liang
- Yan Li
- Feng Ma
- Yu Wei 通讯
金融经济学计量经济学波动率建模资产定价