"Volatility Similarity and Spillover Effects in G20 Stock Market ..."

Shanglei Chai et al. (2020)

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DOI: 10.1155/2020/8872307

access: open

type: Journal Article

metadata version: 2020-12-18

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  dblp key:
  - journals/complexity/ChaiZDJ20
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  persistent URL:
  - https://dblp.org/rec/journals/complexity/ChaiZDJ20
Shanglei Chai, Zhen Zhang, Mo Du, Lei Jiang:
Volatility Similarity and Spillover Effects in G20 Stock Market Comovements: An ICA-Based ARMA-APARCH-M Approach. Complex. 2020: 8872307:1-8872307:18 (2020)

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