基于Copula-ASV-EVT-CoVaR模型的中小板与创业板风险溢出度量研究
周孝华, 陈九生
Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model
ZHOU Xiaohua, CHEN Jiusheng
系统工程理论与实践
.
2016, (3): 559
-568
.
DOI: 10.12011/1000-6788(2016)03-0559-10