Transmission effect of extreme risks in China's financial sectors at major emergencies: Empirical study based on the GPD-CAViaR and TVP-SV-VAR approach
Author:
Affiliation:
1. Business School, Hunan University, Changsha 410082, China
2. Center for Finance and Investment Management, Hunan University, Changsha 410082, China
Abstract
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
General Mathematics
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