Quantile Volatility in China
Understanding volatility connectedness among theme factors and sector indices in the Chinese stock market is key for effective investment strategies and risk management.
Featured in No. 81 on 8 Jan 2025 · 14 days after release
- Released
- 25 Dec 2024
- First featured
- No. 81 · 8 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 5071830
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