基于半非参数DCC-GARCH模型的中国燃料油与股指期货市场间时变波动溢出效应

Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach

Energy Economics · 2019
被引 75
人大 A-ABS 3
金融经济学计量经济学期货市场波动率建模能源金融