This dataset contains precious metal futures including gold, platinum, and silver and energy futures including crude oil and fuel oil futures, and Shenzhen stock sector indices, including information
Context: Modelling Volatility is an advanced technique in financial econometrics, with several applications for academic research. Objective: In this tutorial paper we will address the topic of volati
This study examines volatility spillovers between Chinese and U.S. equity markets by developing a comprehensive framework that captures asymmetric volatility, extreme co-movements, and dynamic correla
