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

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

Studies of International Finance ›› 2017, Vol. 363 ›› Issue (11) : 54-64.

Studies of International Finance ›› 2017, Vol. 363 ›› Issue (11) : 54-64.

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉