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Article Title
Extreme Risk Spillover Effects among Financial Submarkets: Evidence from QVAR and TVP-VAR Models
Authored by
Junxiao Zhao
School of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou 450046, China.
Haisong Cao
School of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou 450046, China.
Jiaman Wang
School of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou 450046, China.
Xuezi Yang
School of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou 450046, China.