基于DCC-GARCH模型的我国股市风险传染效应

李倩,张潇尹

On risk contagion effect of Chinese stock market based on DCC-GARCH model

LI Qian,ZHANG Xiao-yin

沈阳工业大学学报(社科版) . 2018, (1): 38 -45 . DOI: 10.7688/j.issn.1674-0823.2018.01.07