基于ARMA模型和VAR模型的中国债券市场

基于ARMA模型和VAR模型的中国债券市场

周荣喜;*王先良;杜思楠;王永超

Comparison of credit spread forecasting based on ARMA and VAR models

ZHOU RongXi;WANG XianLiang;DU SiNan;WANG YongChao

. 2014, (1): 111 -116 .