A study of nonlinear tail risk measurement and spillover effects in equity markets under extreme events

Feipeng ZHANG, Yixiong XU, Yan CHEN

Systems Engineering - Theory & Practice ›› 2026, Vol. 46 ›› Issue (2) : 618-637.

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Systems Engineering - Theory & Practice ›› 2026, Vol. 46 ›› Issue (2) : 618-637. DOI: 10.12011/SETP2023-2712

A study of nonlinear tail risk measurement and spillover effects in equity markets under extreme events

  • Feipeng ZHANG1(), Yixiong XU1(), Yan CHEN2,*()
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2026, 46(2): 618-637 https://doi.org/10.12011/SETP2023-2712

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