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	Empirical evidence of risk contagion across regional housing markets in China 期刊论文 Economic Modelling,2022, 卷号: 115 作者: Hu, Genhua; Fan, Gangzhi 收藏 \| 浏览/下载：21/0 \| 提交时间：2022/09/05 China housing Markets Market risk Risk contagion Tail dependence Urban agglomerations
	Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions 期刊论文 Mathematical and Computer Modelling,2013, 卷号: 57, 期号: 3-4, 页码: 570-583 作者: Wu, Jianglun; Yang, Wei 收藏 \| 浏览/下载：11/0 \| 提交时间：2023/05/30 Affine jump-diffusion processes Collateralised Debt Obligations (CDOs) Heavy tail dependence Intensity based model Lévy stable distributions
	Extreme events and the copula pricing of commercial mortgage-backed securities 会议论文 Journal of Real Estate Finance and Economics, Singapore, 2007 作者: Liu, Zhan Yong; Fan, Gang-Zhi; Lim, Kian Guan 收藏 \| 浏览/下载：7/0 \| 提交时间：2025/03/14 CMBS Copula model Extreme events Heavy tail Tail dependence