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
deyuanli@fudan.edu.cn
Pages 31-34 |
Received 08 Dec. 2020,
Accepted 08 Dec. 2020,
Published online: 04 Mar. 2021,