国际股市对中国股市风险溢出的叠加效应研究——基于FNAC-ΔCoES模型 / Research on the Superposition Effect of Risk Spillovers from International Stock Markets to China:Based on the FNAC-delta CoES Model
- Resource Type
- Academic Journal
- Source
- 管理评论 / Management Review. 35(3):49-60
- Subject
风险溢出 叠加效应 完全嵌套阿基米德Copula ΔCoES 股票市场 risk spillovers superposition effect fully nested Archimedean Copula delta CoES stock markets - Language
- Chinese
- ISSN
- 1003-1952