基于藤copula-CAViaR方法的股市风险溢出效应研究
许启发, 王侠英, 蒋翠侠, 熊熊
Investigating risk spillover effects among stock markets: A vine copula-CAViaR approach
XU Qifa, WANG Xiaying, JIANG Cuixia, XIONG Xiong
系统工程理论与实践
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2018, (11): 2738
-2749
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DOI: 10.12011/1000-6788(2018)11-2738-12
