Measurement of systemic risk in global financial markets and its application in forecasting trading decisions

© 2020 by the authors. The global financial crisis in 2008 spurred the need to study systemic risk in financial markets, which is of interest to both academics and practitioners alike. We first aimed to measure and forecast systemic risk in global financial markets and then to construct a trade deci...

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Bibliographic Details
Main Authors: Jianxu Liu, Quanrui Song, Yang Qi, Sanzidur Rahman, Songsak Sriboonchitta
Format: Journal
Published: 2020
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85085654418&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/70525
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Institution: Chiang Mai University