Research on risk spillovers from the real estate department to financial system based on AR-GARCH-CoVaR

LIU Xiang-li, GU Shu-ting

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 106-111.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 106-111. DOI: 10.12011/1000-6788(2014)s1-106

Research on risk spillovers from the real estate department to financial system based on AR-GARCH-CoVaR

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(s1): 106-111 https://doi.org/10.12011/1000-6788(2014)s1-106

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