Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective (Q6054330)
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scientific article; zbMATH DE number 7742998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective |
scientific article; zbMATH DE number 7742998 |
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Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective (English)
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28 September 2023
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volatility spillover
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dynamic conditional correlation
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emerging economies
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portfolio diversification
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causality
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