尾部波动溢出网络视角下的系统性风险——基于市场极端波动相依性的经验证据
刘庆, 冯芸, 徐梦霞
A Study of Systemic Risk from the Perspective of Tail Volatility Spillover Networks: Evidence Based on Extreme Market Volatility Dependence
LIU Qing, FENG Yun, XU Mengxia
系统管理学报
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2025, (1): 187
-203
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DOI: 10.3969/j.issn.2097-4558.2025.01.014
