金融高频协方差阵的估计及应用研究
Release time:2024-12-18
Hits:
- The First Author:
- 刘丽萍
- Type of Works:
- Monograph
- Publication Design:
- Central publishing house
- Classification of Disciplines:
- Natural Science
- First-Level Discipline:
- Statistics
- Translated or Not:
- no
- Date of Publication:
- 2016-01-01
- Pre One:改进MGARCH模型的估计及其在投资组合中的应用