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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
金融经济学计量经济学金融市场波动率建模风险管理