【作者(必填)】Robert Cumby , Stephen Figlewski , and Joel Hasbrouck

【文题(必填)】Forecasting Volatilities and Correlations with EGARCH Models

【年份(必填)】1993

【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905/jod.1993.407877?src=recsys#sthash.ySPPunCV.dpbs