How risk spillover network structure affects VaR : a study using complex networks and quantile regression
Xian Xi, Xiangyun Gao, Weiqiong Zhong
| Year of publication: |
2025
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| Authors: | Xi, Xian ; Gao, Xiangyun ; Zhong, Weiqiong |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 98.2025, Art.-No. 103956, p. 1-11
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| Subject: | Complex network | DCC-GARCH | Mining stock market | Quantile regression | Risk spillover | Spillover-Effekt | Spillover effect | Theorie | Theory | Regressionsanalyse | Regression analysis | Netzwerk | Network | Komplexe Systeme | Complex systems | Risiko | Risk | Volatilität | Volatility | Risikomanagement | Risk management | Soziales Netzwerk | Social network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.103956 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015332825