中国金融市场间风险溢出效应的实证研究——基于四元VEC-GARCH(1,1)-BEKK模型
张金林;贺根庆;王伟
An Empirical Research on Spillover Effect within Chinese Financial Markets——Based on VEC-GARCH(1,1)-BEKK Model with four variables
HE Gen-qing
. 2012, (07): 0 -0 .