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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2023
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| 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 |