Investigating risk spillover effects among stock markets: A vine copula-CAViaR approach

XU Qifa, WANG Xiaying, JIANG Cuixia, XIONG Xiong

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (11) : 2738-2749.

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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 ›› 2018, Vol. 38 ›› Issue (11) : 2738-2749. DOI: 10.12011/1000-6788(2018)11-2738-12

Investigating risk spillover effects among stock markets: A vine copula-CAViaR approach

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(11): 2738-2749 https://doi.org/10.12011/1000-6788(2018)11-2738-12

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