{"title":"风险中性股票指数与债券收益率波动的联合动态建模","authors":"Yinggang Zhou","doi":"10.1016/J.JBANKFIN.2013.10.010","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":11800,"journal":{"name":"ERN: Stock Market Risk (Topic)","volume":"54 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2013-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"32","resultStr":"{\"title\":\"Modeling the Joint Dynamics of Risk-Neutral Stock Index and Bond Yield Volatilities\",\"authors\":\"Yinggang Zhou\",\"doi\":\"10.1016/J.JBANKFIN.2013.10.010\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":11800,\"journal\":{\"name\":\"ERN: Stock Market Risk (Topic)\",\"volume\":\"54 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-09-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"32\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Stock Market Risk (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1016/J.JBANKFIN.2013.10.010\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Stock Market Risk (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/J.JBANKFIN.2013.10.010","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 32