Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
- 作者Christian Conrad; Menelaos Karanasos; Ning Zeng
- 卷第18卷
- 期第1期
- 印刷ISSN0927-5398
- 文件大小255.31KB
- 发表时间2011
- DOI10.1016/j.jempfin.2010.05.001
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