MENA、新兴和发达国家的石油与外汇市场尾部依赖及风险溢出:基于VMD分解的Copula模型

Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

Energy Economics · 2017
被引 64
人大 A-ABS 3
金融经济学能源经济学风险管理计量经济学国际金融