A method for evaluating the extreme risk sources of financial markets : the case of stock markets in China
Year of publication: |
2015
|
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Authors: | Di, Junpeng ; Zhu, Pingfang |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 26.2015, p. 18-28
|
Subject: | Bayesian quantile regression | CVaR-Granger causality test | Extreme risk | Source | China | Aktienmarkt | Stock market | Risiko | Risk | Finanzmarkt | Financial market | Kausalanalyse | Causality analysis |
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