"Frequency volatility connectedness" - Selaus asiasanan mukaanArtikkelit

    • Frequency volatility connectedness across different industries in China 

      Jiang, Junhua; Piljak, Vanja; Tiwari, Aviral Kumar; Äijö, Janne (Elsevier, 24.11.2019)
      Utilizing the advantageous method of Barunik and Krehlik (2018), we examine the frequency connectedness of equity volatilities across 12 industries in China from October 2003 to April 2018. The results indicate that the ...