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.

PDF(1289 KB)
PDF(1289 KB)
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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations
{{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

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1289 KB)

Accesses

Citation

Detail

Sections
Recommended

/