Yuqian Li
Yuqian Li received the B.S. degree in Financial Management from Anhui Normal University, China. She is currently a Masters student at the School of Management of the HeFei University of Technology, China, supervised by Dr Cuixia Jiang. Her research interests include financial risk management.
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Articles by Yuqian Li
Reinvestigating international crude oil market risk spillovers
This paper develops a copula-GARCH-MIDAS model to estimate the joint probability distribution of multivariate variables, and then derives CoVaR-type risk measures.