A market crash or tail risk? : heavy tails and asymmetry of returns in the Chinese stock market
Zeyu Xing and Rustam Ibragimov
| Year of publication: |
2023
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|---|---|
| Authors: | Xing, Zeyu ; Ibragimov, Rustam Ju. |
| Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 181-205
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| Subject: | Market crashes | crises | tail risk | heavy tails | gain/lossasymmetry | structural breaks | Chinese stock market | Finanzkrise | Financial crisis | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Strukturbruch | Structural break | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045B009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315307