Fig. 3
From: Risk spillover in China’s real estate industry chain: a DCC-EGARCH-ΔCoVaR model
Variation of dynamic correlation coefficient of DCC-EGARCH model.
Fig. 3 | Humanities and Social Sciences Communications
From: Risk spillover in China’s real estate industry chain: a DCC-EGARCH-ΔCoVaR model
Variation of dynamic correlation coefficient of DCC-EGARCH model.
