Risk measurement of China's green financial market based on B-spline quantile regression

To accurately measure the spillover effect of China's green financial carbon emission market, a new measurement of conditional value at risk (CoVaR) based on the B-spline quantile methods is proposed. Firstly, the variable coefficient CoVaR model is constructed, and the model coefficients are e...

Descripción completa

Detalles Bibliográficos
Autores principales: Zhao, Yuexu, Xu, Weiqi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10258423/
https://www.ncbi.nlm.nih.gov/pubmed/37313159
http://dx.doi.org/10.1016/j.heliyon.2023.e16794

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10258423/
https://www.ncbi.nlm.nih.gov/pubmed/37313159
http://dx.doi.org/10.1016/j.heliyon.2023.e16794

Ejemplares similares