原油与中国行业股票市场之间的波动溢出:来自频率动力学视角的证据

Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective

Energy Economics · 2019
被引 187 · 同刊同年前 10%
人大 A-ABS 3
能源金融金融市场波动率建模资产定价