Volatility and Dependence for Systemic Risk Measurement of the International Financial System.
Jianxu LiuSongsak SriboonchittaPanisara PhochanachanJiechen TangPublished in: IUKM (2015)
Keyphrases
- financial crisis
- risk management
- stock market
- stock price
- financial markets
- portfolio optimization
- early warning
- financial risk
- financial data
- stock index futures
- decision making
- risk analysis
- dependence structure
- investment strategies
- international trade
- stock returns
- portfolio management
- stock exchange
- credit risk
- financial information
- game theory
- sustainable development
- risk assessment
- risk factors
- financial institutions
- exchange rate
- computer science
- measurement model
- garch model
- data mining
- engineering and computer science
- high risk
- decision support system
- foreign exchange
- intelligence and security informatics
- data acquisition
- chinese stock market
- management science
- risk evaluation