Impact of asset price bubble on market risk based on quantile regression model
LENG Dong, BA Shusong
1.School of Management, University of Science and Technology of China, Hefei 230026, China; 2.Institute of Finance, Development Research Center of the State Council, Beijing 100010, China
LENG Dong, BA Shusong. Impact of asset price bubble on market risk based on quantile regression model[J]. Journal of University of Science and Technology of China, 2014, 44(12): 1019-1023.