Risk Measurement of Chinese Stock Market Based on GARCH Model and Extreme Value Theory

ISSN Print: 2329-3284
ISSN Online: 2329-3292
www.scirp.net/journal/ojbm
E-mail: [email protected]

Citations

"Risk Measurement of Chinese Stock Market Based on GARCH Model and Extreme Value Theory"
written by Shixue Du, Guoqiang Tang, Shijun Li,
published by Open Journal of Business and Management, Vol.7 No.2, 2019

has been cited by the following article(s):

[1]	使用 VaR 模型研究股指期货的基差风险: 中国期货市场的证据
	Operations Research and Fuzziology, 2024

[2]	Probabilistic modeling and identifying fluctuations in annual extreme heatwave regimes of Karachi
	Meteorology and Atmospheric Physics, 2022

[3]	Modelling and forecasting long memory time series with exponential and switching GARCH models
	2019

Top

[1]	Using the VaR Model to Study Basis Risk in Stock Index Futures: Evidence from the Chinese Futures Market Operations Research and Fuzziology, 2024 DOI:10.12677/ORF.2024.141043

[2]	Probabilistic modeling and identifying fluctuations in annual extreme heatwave regimes of Karachi Meteorology and Atmospheric Physics, 2022 DOI:10.1007/s00703-022-00927-0