These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this materia
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
