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Risk measurement of China's green financial market based on B-spline quantile regression

Yuexu Zhao1, Weiqi Xu1

  • 1College of Economics, Hangzhou Dianzi University, Hangzhou, 310018, China.

Heliyon
|June 14, 2023
PubMed

Keywords:
B-splineFinancial marketMonte Carlo simulationValue at risk

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