基于GAS t-Copula模型的金融市场非对称风险溢出效应测度研究
赵如波, 田益祥, 田伟
Research on the Asymmetric Risk Spillover Effect of Financial Market Based on GAS t-Copula Model
ZHAO Ru-bo, TIAN Yi-xiang, TIAN Wei
运筹与管理 . 2021, (2): 176 -183 .  DOI: 10.12005/orms.2021.0058