具有非对称风险溢价的GARCH-M模型:区分“好”与“坏”波动时期
GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods
International Review of Financial Analysis · 2023
被引 7
ABS 3
- Juri Trifonov 通讯
- Bogdan Potanin
金融经济学计量经济学波动率建模风险溢价