金融机构系统性风险溢出和系统性风险贡献——基于滚动窗口动态Copula模型双时变相依视角
赵林海, 陈名智
Systemic Risk Spillovers and Systemic Risk Contributions of Financial Institutions in China: A Perspective of Dual Time-varying Dependence of Rolling Window Dynamic Copula Model
ZHAO Lin-hai, CHEN Ming-zhi
中国管理科学
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2021, (7): 71
-83
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DOI: 10.16381/j.cnki.issn1003-207x.2020.2179
