【作者(必填)】
BahramPesaranaM. HashemPesaran
【文题(必填)】
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash【年份(必填)】
2010
【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%288c0fc2fc8290873e68f42ab0ace93d6a%29&filter=sc_long_sign&tn=SE_xueshusource_2kduw22v&sc_vurl=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0264999310001392&ie=utf-8&sc_us=268685644229918822