使用藤Copula和Delta CoVaR模型对伊斯兰股票市场的系统性风险分析
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Journal of International Financial Markets, Institutions and Money · 2018
被引 66
ABS 3
- Syed Jawad Hussain Shahzad 通讯
- Jose Arreola‐Hernandez
- Stelios Bekiros
- Muhammad Shahbaz
- Ghulam Mujtaba
金融经济学风险管理伊斯兰金融计量经济学系统性风险