Volatility connectedness and market dependence across major financial markets in China economy
Date
2021-05-26
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Citation
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