Volatility spillovers and asymmetric effects of Chinese A-share markets : enterprise-level data based on high-dimensional social network models
Haifeng Wu and Qichang Xie
| Year of publication: |
2024
|
|---|---|
| Authors: | Wu, Haifeng ; Xie, Qichang |
| Subject: | stock market | asymmetry | High-dimensional network | volatility spillover effects | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | China | Soziales Netzwerk | Social network | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2288051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135122