门限分位数自回归模型及在股市收益自相关分析中应用

许启发, 康宁

Threshold quantile autoregressive model with application to auto-correlation analysis of stock returns

XU Qi-fa, KANG Ning

系统工程理论与实践 . 2015, (12): 2993 -3007 . DOI: 10.12011/1000-6788(2015)12-2993