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.

本复现包对应论文《基于共超阈网络（Co-Exceedance Networks）的极端风险爆发时点预测：来自美国与中国股票市场的证据》，包含README文件、R代码文件夹与数据文件夹。其中数据文件夹收纳了本研究使用的全部数据集；R代码文件夹提供了完整的复现代码集合；README文件则为该复现包提供了详细的使用说明。