Replication Package for article "Forecasting the Onset of Extreme Risk via Co-Exceedance Networks: Evidence from the U.S. and Chinese Stock Markets"

Description

Replication Package for article "Forecasting the Onset of Extreme Risk via Co-Exceedance Networks: Evidence from the U.S. and Chinese Stock Markets", includes readme file, R code and data folders. The data folder contains the datasets used in this study. The R code folder provides a complete set of replication codes. The README file provides detailed instructions for this replication package.

Steps to reproduce

please follow the readme file.

Institutions

• Chongqing University

  Chongqing, Chongqing

Categories

Licence