沪深股市波动性与“杠杆效应”问题再研究——基于非线性视域的GARCH族模型分阶段检验
潘锡泉
Re-research on the Chinese Stock Market’s Volatility and“Leverage Effect”——From the Perspective of Nonlinear Stage Test with GARCH Models
PAN Xiquan
江汉学术
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2016, (4): 19
-29
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DOI: 10.16388/j.cnki.cn42-1843/c.2016.04.003
