主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
　　　中国科学院科技战略咨询研究院
Chinese Journal of Management Science
Empirical Research on Spillover Effect between Foreign Exchange Market and Stock Market by Wavelet Multi-resolution Analysis and Multivariate BEKK-GARCH(1,1) Model
XIONG Zheng-de, WEN Hui, XIONG Yi-peng
Chinese Journal of Management Science . 2015, (4): 30 -38 .  DOI: 10.16381/j.cnki.issn1003-207x.2015.04.004