Jump Risk Contagion Under Regime Switching: An Empirical Analysis Based on the CSI 300 Index and the Hang Seng Index.

Autor: Duan, Hongjun1 (AUTHOR) xdhjtg@sina.com, Wang, Hui2 (AUTHOR), Wang, Yifeng3 (AUTHOR) wyf870403@163.com, Do, Tien Van (AUTHOR)
Zdroj: Discrete Dynamics in Nature & Society. 10/24/2024, Vol. 2024, p1-13. 13p.
Databáze: Academic Search Ultimate
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