Measuring Systemic Risk Spillover Effects of Housing Price's Excessive Fluctuation: Based on GARCH-Copula-CoVaR Model

SHEN Yue, DAI Shi-wei, CHEN Kun

Journal of Central University of Finance & Economics ›› 2016, Vol. 0 ›› Issue (3) : 88-95.

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Journal of Central University of Finance & Economics ›› 2016, Vol. 0 ›› Issue (3) : 88-95.

Measuring Systemic Risk Spillover Effects of Housing Price's Excessive Fluctuation: Based on GARCH-Copula-CoVaR Model

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2016, 0(3): 88-95

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