Data for: Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
收藏Mendeley Data2026-04-18 收录
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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
