基于非线性相依的市场间金融传染度量——测度2015年中国股灾对重要经济体的传染效应
苑莹, 王海英, 庄新田
Financial contagion measurement between nonlinear inter-dependent markets: Detecting the contagion effects of Chinese stock market crash in 2015 on the world's important economies
YUAN Ying, WANG Haiying, ZHUANG Xintian
系统工程理论与实践
.
2020, (3): 545
-558
.
DOI: 10.12011/1000-6788-2018-1688-14