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Investment Management and Financial Innovations @imfi_journal

over 4 years ago

🔗https://t.co/NJW7WF9XhH 📘 High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19 👥 Hongjun Zeng, Ran Lu #COVID19, #DCCGARCH, #leadinglagrelationship, #realizedvolatilityspillovers

imfi_journal's tweet photo. 🔗https://t.co/NJW7WF9XhH
📘 High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19
👥 Hongjun Zeng, Ran Lu
#COVID19, #DCCGARCH, #leadinglagrelationship, #realizedvolatilityspillovers https://t.co/dqaR4PEP18

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