Dynamic factor copula-based modeling for market risk optimization with an application to the real industry in China
As finance returns to its fundamental purpose of serving the real economy, its connections with various industries are strengthening. Accurately depicting the interdependence among these industries and mitigating financial risks has become increasingly critical. The dependence among China's rea...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-10-01
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| Series: | Journal of Innovation & Knowledge |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2444569X23001488 |