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
|
|---|---|
| Authors: | Xi, Xian ; Gao, Xiangyun ; Zhong, Weiqiong |
| 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 |
freely available
| 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