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股票市场波动性研究——基于ARMA-TGARCH-M模型的实证分析
| Affiliation of Author(s): | 国际商学院 |
| Journal: | 北京航空航天大学学报(社会科学版) |
| Funded by: | 无依托项目研究成果 |
| Key Words: | 股票市场; 价格波动性; AＲMA-TGAＲCH-M 模型; 高频数据; 风险; 沪深股市 |
| Co-author: | 王莹 |
| Issue: | 4 |
| Page Number: | 11 |
| Translation or Not: | no |
| Date of Publication: | 2017/07/15 |