Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula

Huizi Ma, Lin Lin, Han Sun, Yue Qu. Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula. Complexity, 2021, 2021. [doi]

Abstract

Abstract is missing.