沪深300股指及期货波动率聚集性研究——基于Markov机制转换SJC Copula模型

沪深300股指及期货波动率聚集性研究——基于Markov机制转换SJC Copula模型

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Journal of Shandong University of Science and Technology (Natural Science) ›› 2021, Vol. 40 ›› Issue (01) : 71-81. DOI: 10.16452/j.cnki.sdkjzk.2021.01.009

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F832.5 / F224

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