Work

Tail dependence, risk contagion and industry systemic risk: Based on method of Lasso-Expectile

Year: 2024

Type: article

Source: International Journal of Financial Engineering

DOI: 10.1142/s2424786324410032

Authors: Qianqian Zhang, Yue Zhang, Wenhua Yang, Shu Wang

Institutions: Southwestern University of Finance and Economics, Taiyuan Institute of Technology, Sichuan Agricultural University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G768228114

OpenAlex ID: W4402451806

FWCI: 1.08

Cites: 29

Cited by: 3

Related to: 10