Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility spillovers from the Chinese stock market to economic neighbours |
scientific article |
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Volatility spillovers from the Chinese stock market to economic neighbours (English)
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15 February 2021
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volatility spillovers
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VARMA-GARCH
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VARMA-AGARCH
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Chinese stock market
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