Quantile regression based risk measurement in the Chinese stock markets

被引：0

作者：

Wang, Xin-Yu ^{[1
]}

Zhao, Shao-Juan ^{[1
]}

机构：

[1] School of Management, China University of Mining and Technology, Xuzhou 221116, China

来源：

Zhongguo Kuangye Daxue Xuebao/Journal of China University of Mining and Technology | 2008年 / 37卷 / 03期

关键词：

14;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：416 / 421

共 50 条

[11] Herd behavior in world stock markets: Evidence from quantile regression analysis
Celik, Sibel
IKTISAT ISLETME VE FINANS, 2013, 28 (329): : 75 - 95
[12] Stock market stability on selected CEE and SEE markets: a quantile regression approach
Skrinjaric, Tihana
POST-COMMUNIST ECONOMIES, 2020, 32 (03) : 352 - 375
[13] Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach
Dong, Xiyong
Li, Changhong
Yoon, Seong-Min
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 52
[14] THE IMPACT OF TOURISM UNCERTAINTY ON AIRLINE STOCK MARKETS IN KOREA: A QUANTILE REGRESSION APPROACH
Jeon, Ji-Hong
JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT, 2021, 22 (04) : 923 - 939
[15] On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis
Ben Rejeb, Aymen
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2017, 42 : 794 - 815
[16] Do global factors impact BRICS stock markets? A quantile regression approach
Mensi, Walid
Hammoudeh, Shawkat
Carlos Reboredo, Juan
Duc Khuong Nguyen
EMERGING MARKETS REVIEW, 2014, 19 : 1 - 17
[17] Stock returns and risk: Evidence from quantile regression analysis
Chiang, Thomas C.
Li, Jiandong
JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2012, 5 (01): : 20 - 58
[18] The Risk Linkage Effects of Stock Indexes Based on Quantile Regression and Granger Causality Test
Liu Qian
Li Yongli
Wu Chong
2013 25TH CHINESE CONTROL AND DECISION CONFERENCE (CCDC), 2013, : 4252 - 4257
[19] Is Default Risk a Systematic Risk of Chinese Stock Markets?
Lin Hai
Chen Xiao-ping
2008 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (15TH), VOLS I AND II, CONFERENCE PROCEEDINGS, 2008, : 1169 - 1174
[20] Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
Alshater, Muneer M.
Yoon, Seong-Min
ENERGY ECONOMICS, 2022, 115

← 1 2 3 4 5 →