Volatility spillovers of cloud stocks : evidence from China using the dynamic connectedness approach
Lichao Lin, Adrian (Wai Kong) Cheung, Wan-Lin Yan
| Year of publication: |
2024
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|---|---|
| Authors: | Lin, Lichao ; Cheung, Adrian Wai Kong ; Yan, Wan-Lin |
| Published in: |
Accounting and finance. - Melbourne : Wiley-Blackwell, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 64.2024, 3, p. 3095-3109
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| Subject: | cloud stocks | connectedness | VAR | volatility spillover | China | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Cloud Computing | Cloud computing | VAR-Modell | VAR model | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/acfi.13248 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015164623