Zhenhong Huang

affiliation not provided to SSRN

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Scholarly Papers (1)

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Assessing Systemic Risk Based on the CARE System

Number of pages: 29 Posted: 30 Nov 2020
Hui-Ching Chuang, O-Chia Chuang and Zhenhong Huang
Yuan Ze University - College of Management, affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

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asymmetric spillover, expected shortfall, expectile, tail dependence, Value-at-Risk