中国股票市场行业间波动溢出非对称效应研究——基于“好的波动”和“坏的波动”分析
刘静一, 李彤, 简志宏
Industry-level Asymmetry Volatility Spillover Effects in Chinese Stock Market ——Based on Good Volatility and Bad Volatility Anlysis
LIU Jing-yi, LI Tong, JIAN Zhi-hong
运筹与管理
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2020, (9): 196
-203
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DOI: 10.12005/orms.2020.0243