Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market

This study combines complex networks and sliding window technology to construct a static and dynamic network of volatility of the stocks in CSI 300 index using the COVID-19 epidemic as an example to analyze the impact of public health emergencies on the correlation structure of stock volatility, as...

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Detalles Bibliográficos
Autores principales: He, Chengying, Huang, Ke, Liu, Shuhua, Zhang, Zuominyang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9881041/
https://www.ncbi.nlm.nih.gov/pubmed/36721523
http://dx.doi.org/10.1016/j.procs.2022.04.017

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9881041/
https://www.ncbi.nlm.nih.gov/pubmed/36721523
http://dx.doi.org/10.1016/j.procs.2022.04.017

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