Research on the risk spillovers between Shanghai, Shenzhen and Hong Kong stock markets—Based on the time varying ΔCoVaR model

LIN Juan, ZHAO Hailong

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (6) : 1533-1544.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (6) : 1533-1544. DOI: 10.12011/1000-6788-2020-0438-12

Research on the risk spillovers between Shanghai, Shenzhen and Hong Kong stock markets—Based on the time varying ΔCoVaR model

  • LIN Juan1,2,3, ZHAO Hailong1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(6): 1533-1544 https://doi.org/10.12011/1000-6788-2020-0438-12

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