In this paper, the quantile regression method and combined with COVAR based on the actual construction of the measure of Chinas banking system risk.
本文基于分位数回归办法并联合COVAR实际构建了丈量我国银行业体系性风险的模子。
At the same time constructed with quantile regression method and COVAR model in the actual measure of the banking system based on risk.
同时构建了基于分位数回归办法和COVAR实际的本文器量银行体系性风险的详细模子。
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