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]
@article{HeLC19,
title = {Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk},
author = {Feng He and Zhifeng Liu and Sicen Chen},
year = {2019},
doi = {10.1109/ACCESS.2018.2888522},
url = {https://doi.org/10.1109/ACCESS.2018.2888522},
researchr = {https://researchr.org/publication/HeLC19},
cites = {0},
citedby = {0},
journal = {IEEE Access},
volume = {7},
pages = {9046-9056},
}