Statistical Theory and Related Fields (Jan 2021)

Application of autoregressive tail-index model to China's stock market

Jingyu Ji,
Deyuan Li

Affiliations

Jingyu Ji: Fudan University
Deyuan Li: Fudan University

DOI: https://doi.org/10.1080/24754269.2020.1862586
Journal volume & issue: Vol. 5, no. 1
pp. 31 – 34

Abstract

No abstracts available.

Published in Statistical Theory and Related Fields

ISSN: 2475-4269 (Print); 2475-4277 (Online)
Publisher: Taylor & Francis Group
Country of publisher: United Kingdom
LCC subjects: Science: Mathematics: Probabilities. Mathematical statistics
Website: https://www.tandfonline.com/TSTF

About the journal