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Issue Date
Title
Author(s)
1-Jan-2021
Systemic Risk Contribution and Contagion of Industrial Sectors in China: From the Global Financial Crisis to the COVID-19 Pandemic
Jianxu Liu
;
Yangnan Cheng
;
Yefan Zhou
;
Xiaoqing Li
;
Hongyu Kang
;
Songsak Sriboonchitta
27-Jul-2021
Application of one-factor copula with Durante generators to high-dimensional data: Empirical study on stock market of China
Yangnan Cheng
;
Jianxu Liu
;
Songsak Sriboonchitta
27-Jul-2021
Risk spillovers between China and other BRICS countries during COVID-19 pandemic: A CoVaR-copula approach
Yangnan Cheng
;
Jianxu Liu
;
Songsak Sriboonchitta
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Author
1
Hongyu Kang
1
Xiaoqing Li
1
Yefan Zhou
Subject
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Physics and Astronomy
1
Mathematics