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~person:"Yu, Honghai"
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Yu, Honghai
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Identifying systemic important markets from a global perspective : using the
ADCC
[delta]CoVaR approach with skewed-t distribution
Fang, Libing
;
Chen, Baizhu
;
Yu, Honghai
;
Qian, Yichuo
- In:
Finance research letters
24
(
2018
),
pp. 137-144
Persistent link: https://www.econbiz.de/10011982527
Saved in:
2
Risk contribution of crude oil to industry stock returns
Yu, Honghai
;
Du, Donglei
;
Fang, Libing
;
Yan, Panpan
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10012034202
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