地缘政治风险对数字货币市场波动的影响研究——基于GARCH-MIDAS模型实证分析
柏建成, 张利霞, 严翔, 曾汇淋
Research on the Influence of Geopolitical Risk on the Cryptocurrency Market Volatility: Empirical Analysis Based on GARCH-MIDAS Model
BAI Jiancheng, ZHANG Lixia, YAN Xiang, ZENG Huilin
运筹与管理
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2023, (6): 152
-158
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DOI: 10.12005/orms.2023.0196
