The Dynamics of Tail Risk in the Chinese Stock Market: An Empirical Study Using the LCARE Model

Feipeng ZHANG, Yuhan MA, Di YUAN

Journal of Systems Science and Information ›› 2024, Vol. 12 ›› Issue (6) : 709-731.

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中国科学院数学与系统科学研究院期刊网
JSSI
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Journal of Systems Science and Information ›› 2024, Vol. 12 ›› Issue (6) : 709-731. DOI: 10.21078/JSSI-2024-0073
 

The Dynamics of Tail Risk in the Chinese Stock Market: An Empirical Study Using the LCARE Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2024, 12(6): 709-731 https://doi.org/10.21078/JSSI-2024-0073

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