Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk.
Feng HeZhifeng LiuSicen ChenPublished in: IEEE Access (2019)
Keyphrases
- early warning
- chinese stock market
- stock market
- financial markets
- stock price
- stock returns
- financial crisis
- financial distress
- non stationary
- investment strategies
- decision support system
- cross sectional
- garch model
- stock exchange
- information technology
- quantitative analysis
- frequency domain
- wavelet analysis
- risk management
- financial data
- financial time series