Why is tail risk fatter in China’s A-share market than in the US market? – based on the XGBoost machine learning method

@article{qiang2026,
  title        = {{Why is tail risk fatter in China’s A-share market than in the US market? – based on the XGBoost machine learning method}},
  author       = {Qiang Di et al.},
  journal      = {Asia-Pacific Journal of Accounting and Economics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/16081625.2026.2632592},
}

TY  - JOUR
TI  - Why is tail risk fatter in China’s A-share market than in the US market? – based on the XGBoost machine learning method
AU  - al., Qiang Di et
JO  - Asia-Pacific Journal of Accounting and Economics
PY  - 2026
ER  -

Qiang Di et al. (2026). Why is tail risk fatter in China’s A-share market than in the US market? – based on the XGBoost machine learning method. *Asia-Pacific Journal of Accounting and Economics*. https://doi.org/https://doi.org/10.1080/16081625.2026.2632592

Qiang Di et al.. "Why is tail risk fatter in China’s A-share market than in the US market? – based on the XGBoost machine learning method." *Asia-Pacific Journal of Accounting and Economics* (2026). https://doi.org/https://doi.org/10.1080/16081625.2026.2632592.

Why is tail risk fatter in China’s A-share market than in the US market? – based on the XGBoost machine learning method
Qiang Di et al. · Asia-Pacific Journal of Accounting and Economics · 2026
https://doi.org/https://doi.org/10.1080/16081625.2026.2632592