Rare disaster risk and asset return——Evidence from tail risk in Chinese stock market

CHEN Guo-jin, XU Xiu, ZHAO Xiang-qin

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (9) : 2186-2199.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (9) : 2186-2199. DOI: 10.12011/1000-6788(2015)9-2186

Rare disaster risk and asset return——Evidence from tail risk in Chinese stock market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(9): 2186-2199 https://doi.org/10.12011/1000-6788(2015)9-2186

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