Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Author(s). Published by Elsevier B.V.
2022
|
| Materias: | |
| 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 |