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Fluctuation behaviors of financial return volatility duration

Fluctuation behaviors of financial return volatility duration

Niu, Hongli; Wang, Jun; Lu, Yunfan

期刊名称Physica A: Statistical Mechanics and its Applications
作者Niu, Hongli; Wang, Jun; Lu, Yunfan
卷第448卷
印刷ISSN0378-4371
文件大小2074.33KB
发表时间2016-04
DOI10.1016/j.physa.2015.12.088
页码30-40

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