Risk Modeling and Connectedness Across Global and Industrial US Fintech Stock Market: Evidence from the COVID‑19 Crisis
The main purpose of this paper is to test the performance of GARCH models in estimating and forecasting VaR (value at risk) of the US Fintech stock market from July 20, 2016, to December 31, 2021. In addition, this study examines the impact of COVID-19 on the risk spillover between the adequate VaR...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2025-05-01
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| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/2851 |
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