杠杆效应、波动率创新溢出以及加密货币和股指差价合约中的市场间与市场内非对称依赖性:来自高频全天候数据的证据

Leverage effects, volatility innovation spillovers, and inter- and intra-market asymmetric dependencies in cryptocurrencies and CFDs on equity indices: Evidence from high-frequency around-the-clock data

International Review of Financial Analysis · 2025
被引 3
ABS 3
金融经济学金融工程资产定价市场微观结构金融风险管理