极端波动与波动率机制：基于Copula的内生机制转换视角

Extreme Movements and Volatility Regimes: A Copula-Based Endogenous Regime Switching Perspective

• Ruijun Bu
• Jie Cheng
• Fredj Jawadi 通讯
• Yuyi Li
• Abdoulkarim Idi Cheffou