Ruting Wang

Sun Yat-sen University (SYSU) - School of Business

Shenzhen, P. R. China

Sun Yat-Sen University

Shenzhen , Guangdong 518107

China

SCHOLARLY PAPERS

2

DOWNLOADS

317

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Financial Risk Meter for China

Number of pages: 38 Posted: 18 Nov 2021 Last Revised: 07 May 2023
Sun Yat-sen University (SYSU) - School of Business, Humboldt University of Berlin - Institute for Statistics and Econometrics and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 186 (305,881)

Abstract:

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FRM (Financial Risk Meter), Lasso Quantile Regression, Financial Network, China, Shapley Value

2.

Assessing Network Risk with FRM: Links with Pricing Kernel Volatility and Application to Cryptocurrencies

Number of pages: 32 Posted: 19 Oct 2023 Last Revised: 11 Mar 2024
Sun Yat-sen University (SYSU) - School of Business, University College Dublin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 131 (409,778)
Citation 1

Abstract:

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Cryptocurrencies, Network Dynamics, Quantile Regression, Systemic Risk, Regularisation, Penalisation Parameter, LASSO Regression