杜焱1, 欧阳资生2, 周学伟2
杜焱,欧阳资生,周学伟. 基于分位数因子VAR模型的金融机构间特质风险关联研究[J]. 系统科学与数学, 2023, 43(2): 431-451.
DU Yan, OUYANG Zisheng, ZHOU Xuewei. Idiosyncratic Risk Connectedness Among Financial Institutions: A Quantile Factor VAR Approach[J]. Journal of Systems Science and Mathematical Sciences, 2023, 43(2): 431-451.
DU Yan1, OUYANG Zisheng2, ZHOU Xuewei2
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