高频相关动态与星期效应:新兴市场证券交易所的得分驱动方法
High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange
International Review of Financial Analysis · 2022
被引 13
ABS 3
- Hulusi Bahcivan
- Cenk C. Karahan 通讯
金融经济学市场微观结构计量经济学股票市场