A study of China’s financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution
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Published:2024
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ISSN:1753-9579
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Container-title:The Journal of Risk Model Validation
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language:
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Short-container-title:JRMV
Author:
Han Guanghui,Liu Panpan,Zhang Yueqiang,Li Xiaobo
Publisher
Infopro Digital Services Limited