Systematic extreme correlation of Chinese stock market
Jun Long, Xianghui Yuan, Liwei Jin, Chencheng Zhao and Bowen Guan
| Year of publication: |
2024
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|---|---|
| Authors: | Long, Jun ; Yuan, Xianghui ; Jin, Liwei ; Zhao, Chencheng ; Guan, Bowen |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 39, p. 4718-4729
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| Subject: | Asset pricing | return asymmetry | systematic extreme correlation | tail dependence | Korrelation | Correlation | Kapitaleinkommen | Capital income | China | Statistische Verteilung | Statistical distribution | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2212977 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014560394