沪深300股指期现货市场时变信息溢出因果检验 ------ 基于时变DCC-GARCH-Hong方法和LRSM断点检验

ZHU Li,CHEN Zhanshou,LIU Xiangli,YANG Xiaoguang

Journal of System Science and Mathematical Science Chinese Series ›› 2020, Vol. 40 ›› Issue (11) : 1901-1917.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2020, Vol. 40 ›› Issue (11) : 1901-1917. DOI: 10.12341/jssms14009

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