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Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
Open Access
Data-driven modeling of capital liquidity changes during financial market crises
Man Lu
Man Lu
School of Economics and Management, Harbin Engineering University
Harbin, China
School of Economics and Management, Harbin University
Harbin, China
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Lu, Man
Oct 09, 2024
Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
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Published Online:
Oct 09, 2024
Received:
Jun 02, 2024
Accepted:
Sep 14, 2024
DOI:
https://doi.org/10.2478/amns-2024-2881
Keywords
Vector autoregressive model
,
Degrees of freedom
,
MCMC method
,
Financial market crisis
,
Capital liquidity
© 2024 Man Lu, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.