The risk linkage effects of stock indexes based on quantile regression and granger causality test

2013 25th Chinese Control and Decision Conference, CCDC 2013

Volumn , Issue , 2013, Pages 4252-4257

  Liu, Qian ^a,b   Li, Yongli ^a   Wu, Chong ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b HARBIN UNIVERSITY OF COMMERCE   (China)

Author keywords

Causality Test; Linkage Effects; Quantile Regression; Security Market; Volatility Risk

Indexed keywords

CAUSALITY TEST; LINKAGE EFFECTS; QUANTILE REGRESSION; SECURITY MARKETS; VOLATILITY RISKS;

COMMERCE; RISK MANAGEMENT; STATISTICAL TESTS; VALUE ENGINEERING;

REGRESSION ANALYSIS;

EID: 84882795817     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CCDC.2013.6561698     Document Type: Conference Paper

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