Covid-19疫情期间汇率波动关联性:DECO-GARCH与转移熵方法

Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches

Journal of International Financial Markets, Institutions and Money · 2022
被引 28
ABS 3
国际金融汇率经济学金融计量COVID-19经济影响