Data and Code for "Examining Chinese volume--volatility nexus: A regime-switching perspective"

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.本项目收录了论文《探析中国市场成交量与波动率的关联：基于机制转换（regime-switching）视角》的公开可用数据与代码，旨在保障该研究结果的可复现性。