Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach

Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta. Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach. Axioms, 11(12):669, 2022. [doi]

@article{MaLLCZS22,
  title = {Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach},
  author = {Ji Ma and Xiaoqing Li and Jianxu Liu and Jiande Cui and Mingzhi Zhang and Songsak Sriboonchitta},
  year = {2022},
  doi = {10.3390/axioms11120669},
  url = {https://doi.org/10.3390/axioms11120669},
  researchr = {https://researchr.org/publication/MaLLCZS22},
  cites = {0},
  citedby = {0},
  journal = {Axioms},
  volume = {11},
  number = {12},
  pages = {669},
}