金融危机背景下欧美股市联动性研究基于状态空间模型和分位数回归的实证分析
何康,殷 敖,王珂飞
On the Linkage Effect Between European and American Stock Markets in the Context of Financial CrisisAn Empirical Analysis Based on State-space Model and Quantile Regression
HE Kang, YIN Ao, WANG Ke-fei
东北大学学报(社会科学版)
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2013, (6): 575
-581
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DOI: 10.15936/j.cnki.1008-3758.2013.06.005