多尺度GARCH模型研究货币增长对期货价格波动的影响

沈虹, 何建敏, 胡小平, 赵伟雄

The Influence of Monetary Increase on Futures Market Based on Multi-scale GARCH-GED Model

SHEN Hong, HE Jian-Min, HU Xiao-Ping, ZHAO Wei-Xiong

J4 . 2010, (2): 263 .