大宗商品与金融指数间的动态关联性及最优对冲策略
Dynamic connectedness and optimal hedging strategy among commodities and financial indices
International Review of Financial Analysis · 2022
被引 28
ABS 3
- Néjib Hachicha
- Amine Ben Amar
- Ikrame Ben Slimane 通讯
- Makram Bellalah
- Jean‐Luc Prigent
金融经济学资产定价风险管理计量经济学