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Current Position: Home  >  Scientific Research  >  Paper Publications

中美股指间的动态相依结构及突变因素——基于时变Copula-ARMA-NGARCH分析

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Affiliation of Author(s):管理工程学院

Journal:北京工商大学学报（社会科学版）

First Author:张旭

Document Code:40822

Issue:2

Number of Words:10000

Translation or Not:no