Dynamic linkages and higher moments risk connectedness among international stock markets

zbMATH Open1488.91152MaRDI QIDQ5017253FDOQ5017253

Authors: Jinxin Cui, Hui Wen Zou 

Publication date: 17 December 2021

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zbMATH Keywords

international stock marketsdynamic linkageshigher moments risk connectednessportfolio effectiveness evaluation

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10) Financial markets (91G15) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cited In (1)

• The higher moments risk spillover effects among stock market industries: evidence from Chinese stock market

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