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Dynamic Cross-Market Volatility Spillover Based on MSV Model: Evidence from Bitcoin, Gold, Crude Oil, and Stock Markets.

Jing ZhangQi-zhi He
Published in: Complex. (2021)
Keyphrases
  • stock market
  • crude oil
  • garch model
  • stock price
  • financial time series
  • chinese stock market
  • short term
  • analytical model
  • financial markets
  • forecasting model
  • portfolio optimization
  • stock returns