经济政策不确定性、投资者情绪与股价同步性——基于TVP-VAR模型的时变参数
任永平, 李伟
Economic policy uncertainty, investor's sentiment and stock price synchronicity: a time-varying analysis based on TVP-VAR model
REN Yongping, LI Wei
上海大学学报(自然科学版)
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2020, (5): 769
-781
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DOI: 10.12066/j.issn.1007-2861.2080