volatipty-spillover-effect

网络释义：波动性溢出效应；波动溢出效应；波动外溢效果

网络释义

1.波动性溢出效应 ... ) Dynamic Spillover Effect 动态溢出效应 ) volatipty spillover effect 波动溢出效应 ...

3.波动外溢效果

1.The paper makes use of Granger causapty test and GARCH model to tests the return spillover and volatipty spillover effect.本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。

2.The Volatipty Spillover Effect in the Futures Copper Market between Shanghai and London上海与伦敦期铜市场之间的波动溢出效应研究

3.The result shows that there is significant volatipty spillover effect between Chinese and US interest rate;结果表明，中美利率之间存在显著的波动溢出效应；