使用QR-SGED-EGARCH模型评估COVID-19对中国金融市场影响的风险度量研究
A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model
Annals of Operations Research · 2023
被引 4
ABS 3
- Malin Song
- Zixu Sui
- Xin Zhao 通讯
金融风险管理计量经济学金融市场COVID-19影响波动率建模