股票市场和外汇市场间风险溢出效应研究——基于GARCH一时变Copula—CoVaR模型的分析

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1006-1029|volume|11|54-64

ISSN: 1006-1029

Source: 国际金融研究, Vol.volume, Iss.11, 2017-01, pp. : 54-64

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Abstract