CSpace

浏览/检索结果: 共1条,第1-1条 帮助

已选(0)清除 条数/页:   排序方式:
Granger causality in risk and detection of extreme risk spillover between financial markets 期刊论文
JOURNAL OF ECONOMETRICS, 2009, 卷号: 150, 期号: 2, 页码: 271-287
作者:  Hong, Yongmiao;  Liu, Yanhui;  Wang, Shouyang
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk