我国房地产业和银行业之间时变风险溢出度研究——基于GARCH-时变Copula-CoVaR模型

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-398x|volume|4|54-56

ISSN: 1003-398x

Source: 中国物价, Vol.volume, Iss.4, 2015-01, pp. : 54-56

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Abstract