Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach
Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach
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DOI：
10.1016/j.irfa.2022.102223
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发表时间：
2022-06
影响因子：
8.2
通讯作者：
Wenting Zhang;Xie He;S. Hamori
中科院分区：
文献类型：
--
作者：
Wenting Zhang;Xie He;S. Hamori
