Language : English
蒋翠侠

Paper Publications

Reinvestigating international crude oil market risk spillovers to Chinese financial market via a novel copula-GARCH-MIDAS model

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Journal:Journal of Risk

Co-author:Li Yuqian,Xu Qifa,Wu Jun

First Author:Jiang Cuixia

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:24

Issue:1

Page Number:25-52

Translation or Not:no

Date of Publication:2021-11-17

Included Journals:SSCI