Application of autoregressive tail-index model to China's stock market

被引：4
|
作者：
Ji, Jingyu [1 ]
Li, Deyuan [2 ]
机构：
[1] Fudan Univ, Sch Data Sci, Shanghai, Peoples R China
[2] Fudan Univ, Sch Management, Shanghai, Peoples R China
来源：
STATISTICAL THEORY AND RELATED FIELDS | 2021年 / 5卷 / 01期
基金：
中国国家自然科学基金;
关键词：
D O I：
10.1080/24754269.2020.1862586
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
[No abstract available]
引用
收藏
页码：31 / 34
页数：4
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