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Financial market volatility and contagion effect: A copula--multifractal volatility approach
  • ISSN号：0378-4371
  • 期刊名称：Physica A: Statistical Mechanics and Its Applicati
  • 时间：2014.3.3
  • 页码：289-300
  • 相关项目：分形市场分析、极值理论与金融传染的定量测度方法研究
作者： Wang Chen|Yu Wei|Qiaoqi Lang|Yu Lin|Maojuan Liu|
同期刊论文项目
分形市场分析、极值理论与金融传染的定量测度方法研究
期刊论文 42 会议论文 4
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