data and code of "Examining Chinese volume--volatility nexus: A regime-switching perspective"
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https://data.mendeley.com/datasets/zr8jx2wxjw/1
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资源简介:
This project contains the publicly available data and code for the paper "Examining Chinese volume--volatility nexus: A regime-switching perspective" to ensure the reproducibility of the results.
提供机构:
Shanghai University of Finance and Economics



