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~person:"Xie, Qiwei"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
China
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Adaptive-Fourier-decomposition (AFD)
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Analysis of variance
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Xie, Qiwei
Sosvilla-Rivero, Simón
5
Fernández Rodríguez, Fernando
4
Li, Jingyu
4
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Wang, Shouyang
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Energy economics
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ECONIS (ZBW)
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COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance
decomposition
and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
2
Linkages between the international crude oil market and the Chinese stock market : a BEKK-GARCH-AFD approach
Xie, Qiwei
;
Liu, Ranran
;
Qian, Tao
;
Li, Jingyu
- In:
Energy economics
102
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013162150
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