Cite
Research on the risk spillovers between Shanghai, Shenzhen and Hong Kong stock markets -- Based on the time varying ΔCoVaR model.
MLA
LIN Juan, and ZHAO Hailong. “Research on the Risk Spillovers between Shanghai, Shenzhen and Hong Kong Stock Markets -- Based on the Time Varying ΔCoVaR Model.” Xitong Gongcheng Lilun Yu Shijian (Systems Engineering Theory & Practice), vol. 40, no. 6, June 2020, pp. 1533–44. EBSCOhost, https://doi.org/10.12011/1000-6788-2020-0438-12.
APA
LIN Juan, & ZHAO Hailong. (2020). Research on the risk spillovers between Shanghai, Shenzhen and Hong Kong stock markets -- Based on the time varying ΔCoVaR model. Xitong Gongcheng Lilun Yu Shijian (Systems Engineering Theory & Practice), 40(6), 1533–1544. https://doi.org/10.12011/1000-6788-2020-0438-12
Chicago
LIN Juan, and ZHAO Hailong. 2020. “Research on the Risk Spillovers between Shanghai, Shenzhen and Hong Kong Stock Markets -- Based on the Time Varying ΔCoVaR Model.” Xitong Gongcheng Lilun Yu Shijian (Systems Engineering Theory & Practice) 40 (6): 1533–44. doi:10.12011/1000-6788-2020-0438-12.