Xuhui Wang

Shanghai Lixin University of Accounting and Finance

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Modeling and Backtesting Systemic Risk Measures: The Case of CoES

Number of pages: 34 Posted: 29 Nov 2022 Last Revised: 17 Jul 2025

Zaichao Du, Liheng Lei, Xuhui Wang, Xin Zhou and Xin Zhou

Fudan, University of Illinois at Urbana-Champaign, Shanghai Lixin University of Accounting and Finance and Fudan UniversityVolatility Institute, NYU Shanghai

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