Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk

Feng He, Zhifeng Liu, Sicen Chen. Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk. IEEE Access, 7:9046-9056, 2019. [doi]

Authors

Feng He

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Zhifeng Liu

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Sicen Chen

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