触及涨跌停的激发效应:遵循每日涨跌停规则的股票市场中的跳跃依赖性建模

Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules

Journal of Banking & Finance · 2024
被引 5
人大 A-ABS 3
金融经济学计量经济学金融市场股票市场统计建模