Open AccessA Study on Systematic Risks of U.S. and China Stock Markets Based on Markov Copula
Author(s) -
Yujie Lai,
Yibo Hu
Publication year - 2022
Publication title -
advances in education, humanities and social science research
Language(s) - English
Resource type - Journals
ISSN - 2790-167X
DOI - 10.56028/aehssr.1.1.154
Subject(s) - copula (linguistics) , econometrics , systematic risk , stock market index , markov chain , stock market , economics , tail dependence , stock (firearms) , financial economics , china , actuarial science , statistics , multivariate statistics , mathematics , geography , context (archaeology) , archaeology