Zhang, Feipeng; Zhang, Yilin; Xu, Yixiong; Chen, Yan - In: Data science and management : DSM 7 (2024) 1, pp. 17-24
dynamic, nonlinear correlations between Chinese stock volatility, trading volume, and return using a hybrid approach that …) 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 …