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Data-driven modeling of capital liquidity changes during financial market crises

Oct 09, 2024

Data-driven modeling of capital liquidity changes during financial market crises's Cover Image

Applied Mathematics and Nonlinear Sciences

Volume 9 (2024): Issue 1 (January 2024)

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Published Online: Oct 09, 2024

Received: Jun 02, 2024

Accepted: Sep 14, 2024

DOI: https://doi.org/10.2478/amns-2024-2881

Keywords
Vector autoregressive model, Degrees of freedom, MCMC method, Financial market crisis, Capital liquidity

© 2024 Man Lu, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Lu, Man

School of Economics and Management, Harbin Engineering UniversityHarbin, China

School of Economics and Management, Harbin UniversityHarbin, China

Language:: English

Publication timeframe:: 1 times per year
Journal Subjects:: Life Sciences, Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics, Physics, other

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