Forecasting China’s stock market risk under the background of the Stock Connect programs

With the opening of the Stock Connect programs, the mainland China and Hong Kong stock markets are becoming more closely linked. In this paper, we develop a China’s stock market risk early warning system. The proposed early warning system consists of three components. First, we use value at risk (Va...

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Detalles Bibliográficos
Autores principales: Chen, Wei, Chen, Bing, Cai, Xin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Application of Soft Computing
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10235853/
https://www.ncbi.nlm.nih.gov/pubmed/37362288
http://dx.doi.org/10.1007/s00500-023-08496-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10235853/
https://www.ncbi.nlm.nih.gov/pubmed/37362288
http://dx.doi.org/10.1007/s00500-023-08496-z

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