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房地产与股票市场之间的分数积分与波动率传导:来自FIGARCH-BEKK方法的新证据

Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach

Journal of Real Estate Finance and Economics · 2021
被引 6
ABS 3
金融经济学计量经济学房地产金融金融市场波动