基于滚窗VAR的沪港通波动溢出效应测度
张小婉, 易荣华, 俞莹, 王颖
The Measure of Volatility Spillover Effect of Shanghai-Hong Kong Stock Connect Based on Rolling Window VAR
ZHANG Xiao-wan, YI Rong-hua, YU Ying, WANG Ying
中国管理科学
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2022, (11): 42
-51
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DOI: 10.16381/j.cnki.issn1003-207x.2020.1409
