Multivariate Hawkes-Driven Dynamic Vine Copulas for Jump Clustering and Systemic Risk Measurement in Financial Markets
Jingqi Yao; Xuechao Xia
- Published
- Publisher
- MDPI AG
- Journal / collection
- Mathematics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.3390/math14193587
The original publisher provides the full text and its access options.
Cite this source
Jingqi Yao; Xuechao Xia. Multivariate Hawkes-Driven Dynamic Vine Copulas for Jump Clustering and Systemic Risk Measurement in Financial Markets. Mathematics. 2026-10-02. https://doi.org/10.3390/math14193587