Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach
| Autor: | Jian, Zhihong, Wu, Shuai, Zhu, Zhican |
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| Zdroj: | In Emerging Markets Review December 2018 37:98-113 |
| Databáze: | ScienceDirect |
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