Accurately modeling time-varying dependence structures is essential for financial market analysis, particularly during periods of market stress. Recognizing that traditional copula models often fail t

DataCite Commons2025-11-14 更新30

Investor types classified by the FnGuide.

系统性风险

投资者行为

This paper suggests an alternative approach to measuring systemic risk in financial markets by examining the interconnectedness among heterogeneous investors. Utilizing variance decomposition and a tr

NIAID Data Ecosystem20

Cascading failure and systemic risk: A perspective of tail risk network.zip

系统性风险

尾部风险网络

This is the publicly available dataset for the paper "Cascading failure and systemic risk: A perspective of tail risk network" submitted to the journal Entropy.

DataCite Commons2024-06-11 更新40

Sample descriptive statistics.

系统性风险

金融市场风险传染

This study examines systemic risk spillover effects between China’s Shanghai Stock Exchange (SSE) and seven Asian emerging markets within the context of increasing global financial integration. Utiliz

NIAID Data Ecosystem30

Systemic risk factors analysis by logistic regression.

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