Jump spillovers between domestic and overseas non-synchronous futures markets: Based on the perspective of risk events
国内外非同步期货交易市场之间的跳跃溢出行为: 基于风险事件的视角

For exploring jump spillovers between domestic and overseas non-synchronous futures markets, the conditional jump spillover probabilities,jump spillover intensity,frequency degree of jump spillover and average size of jump spillover between domestic and overseas non-synchronous futures markets were investigated empirically through Bayesian Markov Chain Monte Carlo(MCMC) method.The results show that there are significant conditional jump spillover probabilities and jump spillover intensity.In general, the ju...