Pages that link to "Item:Q2885599"
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The following pages link to Study on the time-varying volatility transmission between China's stock market and international stock markets based on ergodicity analysis of the Granger causality test (Q2885599):
Displaying 7 items.
- Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices (Q385646) (← links)
- Detection of information flow in major international financial markets by interactivity network analysis (Q651378) (← links)
- High-frequency stock linkage and multi-dimensional stationary processes (Q1620266) (← links)
- Research on contagion among stock markets of East Asian based on conditional Granger causality in quantile (Q3381563) (← links)
- Major drivers of China's stock market volatility during slowing economy (Q5382027) (← links)
- The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315) (← links)
- Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective (Q6054330) (← links)