Frequency volatility connectedness across different industries in China
Junhua Jiang, Vanja Piljak, Aviral Kumar Tiwari, Janne Äijö
Year of publication: |
2020
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Authors: | Jiang, Junhua ; Piljak, Vanja ; Tiwari, Aviral Kumar ; Äijö, Janne |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-12
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Subject: | Chinese industries | Frequency volatility connectedness | Volatility spillovers | Volatilität | Volatility | China | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Industrie | Manufacturing industries |
Saved in:
Online Resource