利用地缘政治风险预测原油波动性:时变切换概率是否起作用?
Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?
International Review of Financial Analysis · 2021
被引 54
ABS 3
- Lu Wang
- Feng Ma 通讯
- Jianyang Hao
- Xinxin Gao
能源经济学金融计量经济学地缘政治风险波动率预测