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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