Testing for Neglected Nonlinearity in Autoregressive Models of Volatility Indices
Testing for Neglected Nonlinearity in Autoregressive Models of Volatility Indices
复制标题
波动率指数自回归模型中被忽略的非线性测试
DOI:
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发表时间:
2011
期刊:
影响因子:
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通讯作者:
I
中科院分区:
文献类型:
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作者:
Ishida;I