股票市场中全球区域风险来源:来自具有时变条件偏度的因子模型的证据

Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness

Journal of International Money and Finance · 2007
被引 37
人大 AABS 3
金融经济学资产定价风险管理计量经济学