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  1. Measurement of Risk Based on QR-GARCH-EVT Model

    Article • Applied Mathematics and Nonlinear Sciences, July 2020, De Gruyter

    baoshuai zhang

  2. Based on Copula-CoVaR model of risk spillover effect of oil markets and other commodity markets

    Article • Journal of Intelligent & Fuzzy Systems Applications in Engineering and Technology, June 2020, IOS Press

    baoshuai zhang