Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences
收藏NIAID Data Ecosystem2026-05-10 收录
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https://data.mendeley.com/datasets/23263pm4zx
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资源简介:
This dataset include the data and code for the paper of "Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences", Primary analyses were conducted using WinRATS 10 and OxMetrics 9.
创建时间:
2025-09-10



