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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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系统科学与数学 [1]
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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
期刊论文
系统科学与数学, 2020, 卷号: 40, 期号: 11, 页码: 1901-1917
Authors:
朱莉
;
陈占寿
;
刘向丽
;
杨晓光
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Submit date：2021/04/26
Stock index futures
information spillover
time-varying DCC-GARCH-Hong causality test
LRSM breakpoint test
股指期货
信息溢出
时变DCC-GARCH-Hong因果检验
LRSM断点检验
