外汇市场、股票市场与房地产市场的风险传染研究——基于三元VAR-BEKK-GARCH模型实证分析
张浩, 韩铭辉, 姚佳颖
Research on Risk Contagion of Foreign Exchange Market and Capital Market ——An Empirical Analysis of the Three-Dimensional VAR-BEKK-GARCH Model Based on Exchange Rate, Stock Price and House Price
ZHANG Hao, HAH Ming-hui, YAO Jia-ying
运筹与管理
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2020, (7): 206
-213
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DOI: 10.12005/orms.2020.0190