scientific article; zbMATH DE number 6961776

DOI10.13383/j.cnki.jse.2018.01.006zbMath1413.91136MaRDI QIDQ4688946

Wuyi Ye, Baiqi Miao, Hao Zhang

Publication date: 22 October 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quantile regressionMV-CAViaR modelrisk clustering effectrisk spillover effect

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; risk measures (91G70)

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A Risk Measurement Model of China’s Non-Ferrous Metal Futures Market

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