Asymmetric International Transmission in Conditional Mean and Volatility to Japanese Market from the US: the EGARCH vs. SV Models"
Asymmetric International Transmission in Conditional Mean and Volatility to Japanese Market from the US: the EGARCH vs. SV Models"
复制标题
从美国到日本市场的条件均值和波动率的不对称国际传导:EGARCH 与 SV 模型"
DOI:
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发表时间:
2008
期刊:
影响因子:
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通讯作者:
T.
中科院分区:
文献类型:
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作者:
Shimada;J.;Tsukuda;Y. and Miyakoshi;T.