Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach

IF 1.9 4区经济学 Q2 ECONOMICS

Computational Economics Pub Date : 2024-07-25 DOI:10.1007/s10614-024-10687-1

Qin Wang, Xianhua Li

引用次数: 0

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中美绿色债券市场的风险溢出效应：阈值时变 Copula-GARCHSK 方法

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Computational Economics MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-

CiteScore

4.00

自引率

15.00%

发文量

119

审稿时长

12 months

期刊介绍： Computational Economics, the official journal of the Society for Computational Economics, presents new research in a rapidly growing multidisciplinary field that uses advanced computing capabilities to understand and solve complex problems from all branches in economics. The topics of Computational Economics include computational methods in econometrics like filtering, bayesian and non-parametric approaches, markov processes and monte carlo simulation; agent based methods, machine learning, evolutionary algorithms, (neural) network modeling; computational aspects of dynamic systems, optimization, optimal control, games, equilibrium modeling; hardware and software developments, modeling languages, interfaces, symbolic processing, distributed and parallel processing