捕捉中国原油期货的动态:马尔可夫转换、联动性与波动率预测

Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting

Energy Economics · 2021
被引 139
人大 A-ABS 3
能源经济学金融经济学期货市场波动率建模新兴市场