"Measuring extreme risk of sustainable financial system using GJR-GARCH ..."

Xiaomeng Ma et al. (2020)

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DOI: 10.1016/J.IJINFOMGT.2018.12.013

access: closed

type: Journal Article

metadata version: 2025-01-19

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Xiaomeng Ma, Ruixian Yang, Dong Zou, Rui Liu:
Measuring extreme risk of sustainable financial system using GJR-GARCH model trading data-based. Int. J. Inf. Manag. 50: 526-537 (2020)

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