欧洲货币体系周汇率中的信息:均值回归、条件异方差和跳跃

The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps

Journal of Business & Economic Statistics · 1993
被引 65
人大 AABS 4
汇率时间序列分析金融计量经济学国际金融