Data for: Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
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下载链接：
https://data.mendeley.com/datasets/nbjmv2pk25
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资源简介：
The data sets are estimation results of GARCH-BEKK model. And through the Wald Test results, we can measure the volatility spillover relationship between any stocks.
创建时间：
2019-09-24
