A Study of Systemic Risk from the Perspective of Tail Volatility Spillover Networks: Evidence Based on Extreme Market Volatility Dependence
LIU Qing, FENG Yun, XU Mengxia
Journal of Systems & Management . 2025, (1): 187 -203 .  DOI: 10.3969/j.issn.2097-4558.2025.01.014