可持续相关金融指数间的波动溢出与投资策略：基于DCC-GARCH动态连通性和DCC-GARCH t-copula方法的证据
Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach
International Review of Financial Analysis · 2022
被引 138 · 同刊同年前 6%
ABS 3
- Wenting Zhang
- Xie He
- Shigeyuki Hamori 通讯
金融经济学可持续金融波动率建模投资组合策略计量经济学