基于Transformer-LSTM分位数回归的全球股市极端风险溢出研究
姚银红, 王晓旭, 陈炜, 陈振松
Extreme Risk Spillover among Global Stock Markets Based on Transformer-LSTM Quantile Regression
Yinhong Yao, Xiaoxu Wang, Wei Chen, Zhensong Chen
中国管理科学
.
2025, (8): 1
-13
.
DOI: 10.16381/j.cnki.issn1003-207x.2024.1601
