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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...
Autores principales: | Song, Malin, Sui, Zixu, Zhao, Xin |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2023
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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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