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Communications in Statistics - Simulation and Computation Volume 52, 2023 - Issue 12
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Article

Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process

Lu Lia Postdoctoral Programme, Bank of Communications, Shanghai, ChinaView further author information
,
Weiwei Zhuangb Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, ChinaView further author information
&
Guoxin Qiuc Department of Business Administration, School of Business, Xinhua University of Anhui, Hefei, ChinaCorrespondence[email protected]
View further author information
Pages 6249-6267 | Received 01 Jan 2021, Accepted 23 Nov 2021, Published online: 06 Dec 2021

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