Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences
收藏Mendeley Data2026-04-09 收录
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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.
提供机构：
Shanghai University
