G7股市波动率对预测油价波动率的非对称效应:来自分位数自回归模型的证据
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model
Journal of Commodity Markets · 2024
被引 6
ABS 3
- Feipeng Zhang
- Hongfu Gao
- Di Yuan 通讯
金融经济学能源经济学计量经济学波动率建模