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A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model

Due to the significant impact of COVID-19, financial markets in various countries have undergone drastic fluctuations. Accurately measuring risk in the financial market and mastering the changing rules of the stock market are of great importance to macro-control and financial market management of th...

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Detalles Bibliográficos
Autores principales: Song, Malin, Sui, Zixu, Zhao, Xin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9846707/
https://www.ncbi.nlm.nih.gov/pubmed/36687514
http://dx.doi.org/10.1007/s10479-023-05178-9

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