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Economic Research-Ekonomska Istraživanja Volume 35, 2022 - Issue 1
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Articles

Systemic risk in Chinese financial industries: a vine copula grouped CoVaR approach

Xiaozhen Haoa School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China;b Collaborative Innovation Center of Statistical Data Engineering, Technology & Application, Zhejiang Gongshang University, Hangzhou, ChinaView further author information
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Zhenlong Chena School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China;b Collaborative Innovation Center of Statistical Data Engineering, Technology & Application, Zhejiang Gongshang University, Hangzhou, ChinaCorrespondence[email protected]
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Pages 2747-2763 | Received 15 May 2021, Accepted 02 Sep 2021, Published online: 29 Sep 2021

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