Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449)
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scientific article; zbMATH DE number 7310465
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| English | Volatility spillovers from the Chinese stock market to economic neighbours |
scientific article; zbMATH DE number 7310465 |
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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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0.8404638767242432
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0.7789713740348816
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0.7774625420570374
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