The study on systemic risk of rural finance based on macro–micro big data and machine learning
It’s the basic premise of promoting the healthy development of rural finance and strengthening macro-prudential supervision to measure the systemic risk of rural finance accurately. We establish the dynamic factor CAPM and make an all-round and multi-angle quantitative study on the systemic risk of...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2023-08-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2023.2238975 |