A study on regional financial risks based on \textit{CoCVaR} model

DOI10.1155/2021/2050169zbMath1465.91132OpenAlexW3164193171MaRDI QIDQ2039164

Jun Tang, Ming-Xin Li

Publication date: 2 July 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/2050169

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Option pricing for stable and infinitely divisible asset returns
• Regression Quantiles

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