美国股票、战略商品和金砖国家股票之间隐含波动率传导的动态网络

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

International Review of Financial Analysis · 2018
被引 163
ABS 3
金融经济学波动率建模市场一体化信息传导资产定价