Financial Market Risk Spillover after Covid-19: A Multidimensional Higher-Order Moment Analysis Based on Garchsk-Vine Copula-Covar Model
Peining Yu; Luohui Zhou; Chujin Li
- Published
- Publisher
- Elsevier BV
- Research area
- Capital & markets
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.4846764
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Peining Yu; Luohui Zhou; Chujin Li. Financial Market Risk Spillover after Covid-19: A Multidimensional Higher-Order Moment Analysis Based on Garchsk-Vine Copula-Covar Model. Elsevier BV. 2024. https://doi.org/10.2139/ssrn.4846764