金融市场间的时频信息传递:来自隐含波动率的证据
Time-frequency information transmission among financial markets: evidence from implied volatility
Annals of Operations Research · 2021
被引 34
ABS 3
- Muhammad Abubakr Naeem
- Fiza Qureshi
- Saqib Farid
- Aviral Kumar Tiwari 通讯
- Mohamed Elheddad
金融经济学金融市场波动率建模计量经济学