多体制下基于多元GARCH模型的股指收益率金融网络韧性
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes
Annals of Operations Research · 2024
被引 5
ABS 3
- Roy Cerqueti
- Hayette Gatfaoui 通讯
- Giulia Rotundo
金融网络系统性风险计量经济学多元GARCH模型股票市场