A Research on Measurement of Financial Risk of Listed Companies of Construction Industry Based on GARCH-MIDAS-VaR Model

WANG Wensheng, BAO Zhiyu

Journal of Hangzhou Dianzi University ›› 2023, Vol. 19 ›› Issue (5) : 1-8.

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Journal of Hangzhou Dianzi University ›› 2023, Vol. 19 ›› Issue (5) : 1-8. DOI: 10.13954/j.cnki.hduss.2023.05.001

A Research on Measurement of Financial Risk of Listed Companies of Construction Industry Based on GARCH-MIDAS-VaR Model

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2023, 19(5): 1-8 https://doi.org/10.13954/j.cnki.hduss.2023.05.001

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