中国科学院数学与系统科学研究院期刊网
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