Dynamic Conditional Correlation
Milunovich和Ripple(2006)采用动态条件相关模型(Dynamic Conditional Correlation,DCC)和EGARCH模型分析了CFTC的石油期货持仓报告,证明了Haigh et al.
基于4个网页-相关网页
Milunovich和Ripple(2006)采用动态条件相关模型(Dynamic Conditional Correlation,DCC)和EGARCH模型分析了CFTC的石油期货持仓报告,证明了Haigh et al.
基于1个网页-相关网页