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
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Chinese Journal of Management Science
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中文
Systemic Risk Spillovers and Systemic Risk Contributions of Financial Institutions in China: A Perspective of Dual Time-varying Dependence of Rolling Window Dynamic Copula Model
ZHAO Lin-hai, CHEN Ming-zhi
Chinese Journal of Management Science . 2021, (
7
): 71 -83 . DOI: 10.16381/j.cnki.issn1003-207x.2020.2179
