基于Hawkes过程的国际原油市场与中国股票市场大幅波动联动性研究
汪冬华, 姚钰雯, 王暖
Research on Linkage Effect of Large Fluctuations Between International Crude Oil Market and Chinese Stock Market Based on Hawkes Process
WANG Dong-hua, YAO Yu-wen, WANG Nuan
中国管理科学
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2022, (8): 36
-43
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DOI: 10.16381/j.cnki.issn1003-207x.2019.1889
