Work

Dynamic asymmetric spillovers and volatility interdependence on China’s stock market

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.02.021

Authors: Yufeng Chen, Wenqi Li, Fang Qu

Institutions: Zhejiang Gongshang University, Capital University of Economics and Business

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Zhejiang University

Awards: G1856373901, 中国区域能源技术偏向研究：理论与政策含义

OpenAlex ID: W2912547876

FWCI: 7.273

Cites: 30

Cited by: 45

Related to: 10