基于贝叶斯平滑转移模型的汇率非线性协整关系研究
朱慧明, 周峰, 曾昭法, 李荣, 游万海
Nonlinear Cointegration Analysis of Exchange Rate Based on Bayesian Smooth Transition Regression Model
ZHU Hui-ming, ZHOU Feng, ZENG Zhao-fa, LI Rong, YOU Wan-hai
运筹与管理
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2015, (4): 225
-232
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DOI: 10.12005/orms.2015.0143
