The path of financial risk spillover in the stock market based on the R-vine-copula model (Q2144982)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The path of financial risk spillover in the stock market based on the R-vine-copula model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The path of financial risk spillover in the stock market based on the R-vine-copula model |
scientific article |
Statements
The path of financial risk spillover in the stock market based on the R-vine-copula model (English)
0 references
17 June 2022
0 references
systemic financial risk
0 references
GARCH copula CoVaR
0 references
R-complex correlation
0 references
COVID-19 pandemic
0 references
spillover
0 references
