Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model

ZHOU Xiaohua, CHEN Jiusheng

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (3) : 559-568.

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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 ›› 2016, Vol. 36 ›› Issue (3) : 559-568. DOI: 10.12011/1000-6788(2016)03-0559-10

Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model

  • ZHOU Xiaohua, CHEN Jiusheng
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(3): 559-568 https://doi.org/10.12011/1000-6788(2016)03-0559-10

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