Screen Library中国金融市场计量分析
Saved in:
| Main Authors: | |
|---|---|
| Published: |
上海财经大学出版社
|
| Publisher Address: | 上海 |
| Publication Dates: | 2008 |
| Literature type: | Book |
| Language: | Chinese |
| Subjects: | |
| Carrier Form: | 200页: ; 21cm |
| ISBN: | 978-7-5642-0179-1 |
| Index Number: | F832 |
| CLC: | F832.5 |
| Call Number: | F832.5/2287 |
| Contents: | 本书共九章，内容包括：我国股票报酬与未来波动、人民币NDF与即期市场的二元GARCH模型、实现波动模型——跳跃的影响、风险与预期报酬间关系的MIDAS模型等。 |