基于动态混合和分层收缩方法的金融波动率预测及传导研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Forecasting realised volatility: a Markov switching approach with time-varying transition probabilities | 期刊论文 | Wang Xunxiao;Shrestha Keshab;Sun Qi |
2 | Asymmetric volatility spillovers between crude oil and international financial markets | 期刊论文 | Wang Xunxiao;Wu Chongfeng |
3 | Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate | 期刊论文 | Wang Xunxiao |