Econometric methods for derivative securities and risk management

被引：3

作者：

Garcia, R ^{[1
]}

Ghysels, E

Renault, E

机构：

[1] Univ Montreal, Montreal, PQ H3C 3J7, Canada

[2] Penn State Univ, University Pk, PA 16802 USA

来源：

JOURNAL OF ECONOMETRICS | 2000年 / 94卷 / 1-2期

关键词：

D O I：

10.1016/S0304-4076(99)00015-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1 / 7

页数：7

共 14 条

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