基于极值理论的沪深股市风险传染性研究

林宇, 谭斌, 魏宇, 黄登仕

Study on the Contagion Effect of Risk in Shanghai and Shenzhen Stock Markets Based on Extreme Value Theory

LIN Yu, TAN Bin, WEI Yu, HUANG De-Shi

J4 . 2010, (9): 1391 .