Regime-switching in stock index and Treasury futures returns and measures of stock market stress
- 作者Naresh Bansal; Robert A. Connolly; Chris Stivers
- 卷第30卷
- 期第8期
- 印刷ISSN0270-7314
- 电子ISSN1096-9934
- 文件大小241.44KB
- 发表时间2010
- DOI10.1002/fut.20439
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