Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
- 作者Bahram Pesaran; M. Hashem Pesaran
- 卷第27卷
- 期第6期
- 印刷ISSN0264-9993
- 文件大小2084.99KB
- 发表时间2010
- DOI10.1016/j.econmod.2010.07.012
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