Tail Risk Spillover Effect Between Oil Market and Stock Market:Based on Variational Mode Decomposition and Dynamic Copula Function
HUANG Wei-qiang, ZHAO Yang, YAO Shuang
Journal of Northeastern University(Natural Science) . 2021, (8): 1186 -1193 .  DOI: 10.12068/j.issn.1005-3026.2021.08.018