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浏览/检索结果: 共2条，第1-2条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 COVID-19 and risk spillovers of China?s major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis 期刊论文 FINANCE RESEARCH LETTERS, 2023, 卷号: 52, 页码: 9 作者:  Xie, Qiwei;  Cheng, Lu;  Liu, Ranran;  Zheng, Xiaolong;  Li, Jingyu 收藏  |  浏览/下载：16/0  |  提交时间：2023/02/22 COVID-19  Risk spillovers  Generalized forecast error variance  decompositions  Wavelet coherence analysis  China?s financial markets   Are China stock markets efficient after the global financial crisis? 期刊论文 2010 International Conference on Computational Intelligence and Software Engineering, CiSE 2010, 2010 作者:  Zhang, Jingsi;  Teng, Fei 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/26 China's stock markets  Efficient market hypothesis  Global financial crisis  Martingale difference