期刊论文详细信息
Asian Economic and Financial Review | |
The Correlation and Contagion Effect between Us Reits and Japan Reits - Based On the Armax-Gjr-Garch-Copula Model | |
Miin-Yu Peng1  Wo-Chiang Lee1  | |
关键词: Submortgage crisis; Copula model; Contagion effect; ARMAX-GJR-GARCH; | |
DOI : | |
学科分类:社会科学、人文和艺术(综合) | |
来源: Asian Economic and Social Society | |
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