股票收益与波动的国际传导的多元GARCH模型:美国和加拿大的案例

A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada

Journal of Business & Economic Statistics · 1995
被引 180
人大 AABS 4
金融经济学计量经济学国际金融时间序列分析