Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model | |
Zhou, Xiaohua[1]; Chen, Jiusheng[1] | |
2016 | |
卷号 | 36页码:559-568 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/3047046 |
专题 | 重庆大学 |
推荐引用方式 GB/T 7714 | Zhou, Xiaohua[1],Chen, Jiusheng[1]. Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model[J],2016,36:559-568. |
APA | Zhou, Xiaohua[1],&Chen, Jiusheng[1].(2016).Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model.,36,559-568. |
MLA | Zhou, Xiaohua[1],et al."Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model".36(2016):559-568. |
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