Leverage effect analysis of Baltic dry index based on EGARCH model

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作者
Dalian Maritime University, China [1 ]
机构
[1] Yuwei, Xing
[2] Yu, Shaoqiang
[3] Fan, Yonghui
[4] Yang, Hualong
来源
Yuwei, Xing | 1600年 / Journal of Chemical and Pharmaceutical Research, 3/668 Malviya Nagar, Jaipur, Rajasthan, India卷 / 06期
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Commerce;
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