长期波动、短期波动和跳跃波动的风险溢出效应——基于大陆和香港股市的比较研究

彭齐超，梁柱

Long-run, Short-run and Jump Volatility and Risk Spillover--A Comparative Study between Chinese A Share and H Share

财经论丛 . 2014, (4): 26 -33 .