Xiaozhen Hao
Biographic Data
| ID | 7543156 |
|---|---|
| NAME | Xiaozhen Hao |
| GIVEN NAMES | Xiaozhen |
| FAMILY NAME | Hao |
| SIGNATURE | HAO X |
| AFFILIATIONS | Zhejiang Gongshang University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Systemic risk in Chinese financial industries
This paper investigates systemic risk in Chinese financial industries by constructing a vine copula grouped CoVaR model, which accounts for the fact that various sub-industries are comprised of multiple financial institutions. The backtesting results indicate that the vine copula grouped model performs better in measuring the systemic risk in comparison to the vine copula model, which in turn validates the accuracy and effectiveness of the former…
No prominent works on this page.
Systemic risk in Chinese financial industries
This paper investigates systemic risk in Chinese financial industries by constructing a vine copula grouped CoVaR model, which accounts for the fact that various sub-industries are comprised of multiple financial institutions. The backtesting results indicate that the vine copula grouped model performs better in measuring the systemic risk in comparison to the vine copula model, which in turn validates the accuracy and effectiveness of the former…
Actuarial science (1 works) · Business (1 works) · Econometrics (1 works) · Economics (1 works) · Financial crisis (1 works) · Financial Risk and Volatility Modeling (1 works) · Insurance and Financial Risk Management (1 works) · Market Dynamics and Volatility (1 works) · Mathematics (1 works) · Multivariate statistics (1 works)