Application of autoregressive tail-index model to China's stock market. Issue 1 (2nd January 2021)

Record Type:: Journal Article
Title:: Application of autoregressive tail-index model to China's stock market. Issue 1 (2nd January 2021)
Main Title:: Application of autoregressive tail-index model to China's stock market
Authors:: Ji, Jingyu
Li, Deyuan
Abstract:
Is Part Of:: Statistical theory and related fields. Volume 5:Issue 1(2021)
Journal:: Statistical theory and related fields
Issue:: Volume 5:Issue 1(2021)
Issue Display:: Volume 5, Issue 1 (2021)
Year:: 2021
Volume:: 5
Issue:: 1
Issue Sort Value:: 2021-0005-0001-0000
Page Start:: 31
Page End:: 34
Publication Date:: 2021-01-02
Subjects:: Statistics -- Periodicals
Statistics
Periodicals
Electronic journals
001.422
Journal URLs:: http://www.tandfonline.com/loi/tstf20 ↗
http://www.tandfonline.com/ ↗
DOI:: 10.1080/24754269.2020.1862586 ↗
Languages:: English
ISSNs:: 2475-4269
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store
Ingest File:: 16345.xml