基于HAC-广义多维CoES模型的股票市场风险溢出研究 / Research on Risk Spillovers among Stock Markets Using HAC Generalized Multi-CoES Model
- Resource Type
- Academic Journal
- Source
- 统计研究 / Statistical Research. 39(3):142-153
- Subject
广义多维CoES;多维CoVaR;分层阿基米德Copula;风险溢出;股票市场 - Language
- Chinese
- ISSN
- 1002-4565