Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula
Author:
Affiliation:
1. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, China
2. Qingdao Binhai University, Qingdao 266555, China
Abstract
Funder
National Natural Science Foundation of China
Publisher
Hindawi Limited
Subject
Multidisciplinary,General Computer Science
Link
http://downloads.hindawi.com/journals/complexity/2021/3941648.pdf
Reference31 articles.
1. The construction and simulation of internet financial product diffusion model based on complex network and consumer decision-making mechanism
2. Novel Financial Capital Flow Forecast Framework Using Time Series Theory and Deep Learning: A Case Study Analysis of Yu’e Bao Transaction Data
3. Liquidity and shadow banking
4. Impact of internet finance on the performance of commercial banks in China
5. Has Internet Finance Decreased the Profitability of Commercial Banks?: Evidence from China
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2. Research on Forecasting and Risk Measurement of Internet Money Fund Returns Based on Error-Corrected 1DCNN-LSTM-SAM and VaR: Evidence From China;IEEE Access;2023
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4. Optimal Investment Portfolios for Internet Money Funds Based on LSTM and La-VaR: Evidence from China;Mathematics;2022-08-11
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