Tail Risk Measurement in Stock Market Based on Levy-GARCH Model

Fu-min ZHU, Jia-yin SONG, Yi-rong LIU

Journal of Central University of Finance & Economics ›› 2024, Vol. 0 ›› Issue (1) : 47-60.

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Journal of Central University of Finance & Economics ›› 2024, Vol. 0 ›› Issue (1) : 47-60.

Tail Risk Measurement in Stock Market Based on Levy-GARCH Model

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2024, 0(1): 47-60

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