基于动态Vine Copula模型的金融市场风险溢出效应研究
吴菲, 刘蒙蒙
Modeling Risk Spillover Effects of the Financial Market Using High-dimensional Dynamic Vine Copula Model
WU Fei, LIU Mengmeng
运筹与管理 . 2023, (6): 179 -185 .  DOI: 10.12005/orms.2023.0200