Risk analysis of stock price indexes of Belt and Road countries : an empirical study based on the GARCH-VaR model
Year of publication: |
2024
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Authors: | Chen, Yifan ; Wu, Zhenyu |
Published in: |
Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022. - New Jersey : World Scientific, ISBN 978-981-12-6749-9. - 2024, p. 317-328
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Subject: | Data analysis | Python | Belt and Road Initiative | Stock price index risk | GARCH-VaR model |
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