Liu, Jingxuan; Qiao, Ping; Ding, Jian; Hankinson, Luke; … - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-14
Due to the lockdown regulations worldwide during the COVID-19 pandemic, the global aviation industry has been severely hit. This study focuses on the volatility estimation of stock indexes in the Chinese Airport Shipping Set (ASS) at industry-enterprise levels and identifies possible business...