Volatility connectedness and market dependence across major financial markets in China economy
Publication date
26/05/2021Metadata
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Liow , K H , Song , J & Zhou , X 2021 , ' Volatility connectedness and market dependence across major financial markets in China economy ' , Quantitative Finance and Economics , vol. 5 , no. 3 , pp. 397-420 . https://doi.org/10.3934/QFE.2021018
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This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)