如何有效估计原油与股票市场间的时变风险溢出?来自期望分位视角的证据

How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective

Energy Economics · 2019
被引 26
人大 A-ABS 3
金融经济学能源经济学风险管理计量经济学宏观经济学