全球股市是否“跳跃”同步?高频波动率风险溢出网络的度量
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks
Journal of International Financial Markets, Institutions and Money · 2023
被引 23
ABS 3
- Donghai Zhou 通讯
- Xiaoxing Liu
金融经济学计量经济学金融市场波动率建模风险管理