Replication Package for article "Forecasting the Onset of Extreme Risk via Co-Exceedance Networks: Evidence from the U.S. and Chinese Stock Markets"

Replication Package for article "Forecasting the Onset of Extreme Risk via Co-Exceedance Networks: Evidence from the U.S. and Chinese Stock Markets", includes readme file, R code and data folders. The data folder contains the datasets used in this study. The R code folder provides a complete set of replication codes. The README file provides detailed instructions for this replication package.