基于变分模态分解的Copula方法对石油与股票市场间系统性风险及相依结构建模

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

• Walid Mensi · 突尼斯埃尔马纳尔大学
• Shawkat Hammoudeh · 德雷塞尔大学 通讯
• Syed Jawad Hussain Shahzad
• Muhammad Shahbaz