中国股市跨行业系统性风险空间溢出关联及风险预测分析——基于尾部风险网络模型
张伟平, 庄新田, 王健
Systematic Risk Spatial Spillover Correlation and Risk Prediction Analysis of Cross-industry in China’ Stock Market——Based on The Tail Risk Network Model
ZHANG Wei-ping, ZHUANG Xin-tian, WANG Jian
中国管理科学
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2021, (12): 15
-28
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DOI: 10.16381/j.cnki.issn1003-207x.2019.1649