Zhang, Feipeng; Zhang, Yilin; Xu, Yixiong; Chen, Yan - In: Data science and management : DSM 7 (2024) 1, pp. 17-24
) The Chinese stock market can be divided into three regional systems: steady downward, steady upward, and high volatility …, indicating that the Chinese stock market is unstable. (2) Asymmetric dynamic relationships exist between market volatility …-dependent, contemporaneous correlation between volatility and return is observed, which also reflects the behavior of the Chinese stock market …