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【论文】郭旭 等:“A Bayesian approach to excess volatility, short-term

Xu Guo , Michael McAleer , Wing-Keung Wong, Lixing Zhu :“A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises” North American Journal of Economics and Finance,2017,42,346–358

 

http://dx.doi.org/10.1016/j.najef.2017.08.001