Review Articles

Application of autoregressive tail-index model to Chinas stock market

Jingyu Ji ,

a School of Data Science, Fudan University, Shanghai, People's Republic of China

Deyuan Li

b School of Management, Fudan University, Shanghai, People's Republic of China

Pages 31-34 | Received 08 Dec. 2020, Accepted 08 Dec. 2020, Published online: 04 Mar. 2021,
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