Pages that link to "Item:Q836967"
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The following pages link to Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967):
Displaying 4 items.
- Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
- Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449) (← links)
- (Q5121460) (← links)
- Application of autoregressive tail-index model to China's stock market (Q5880056) (← links)