基于高维波动率网络模型的股票市场风险特征研究

宁瀚文屠雪永

Research on Stock Market Risk Features Based on High-Dimensional Volatility Network Model

Ning Hanwen & Tu Xueyong

统计研究 . 2019, (10): 58 -73 . DOI: 10.19343/j.cnki.11-1302/c.2019.10.005