Work

Does CPU impact systemic risk contributions of Chinese sectors? Evidence from mixed frequency methods with asymmetric tail long memory

Year: 2025

Type: article

Source: China Finance Review International

DOI: 10.1108/cfri-05-2025-0281

Authors: Kun-Liang Jiang, Liang-Ying Su, Xin-Yu Mi, Jia-Shan Song, Si-Yao Wei

Institutions: Southwest University of Science and Technology, East China University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Climate action, Industry, innovation and infrastructure

Open Access status: closed

Funder: Southwest University of Science and Technology

OpenAlex ID: W4416187234

FWCI: 2.817

Cites: 54

Cited by: 3

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