中国股市收益率与波动性长记忆性的实证研究

李亚静;何跃;朱宏泉

The Empirical Analysis of the Long Memory Properties of Stock Market Returns and Volatilities in China

Ya Jing LI;Yue HE;Hong Quan ZHU

系统工程理论与实践 . 2003, (1): 9 -15 . DOI: 10.12011/1000-6788(2003)1-9