lag1
lag2
lag3
lag4
lag5
特质流动性波动率
0.074*
0.04*
0.03*
0.02*
0.00
−0.47*
−0.01
−0.01
0.00
0.00
|
| lag1 | lag2 | lag3 | lag4 | lag5 |
| 特质流动性波动率 | 0.074* | 0.04* | 0.03* | 0.02* | 0.00 |
|
| −0.47* | −0.01 | −0.01 | 0.00 | 0.00 |