Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models
Crossref DOI link: https://doi.org/10.1007/s10614-024-10779-y
Published Online: 2024-11-16
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jin, Xiaoye https://orcid.org/0000-0002-5250-1160
Text and Data Mining valid from 2024-11-16
Version of Record valid from 2024-11-16
Article History
Accepted: 26 October 2024
First Online: 16 November 2024
Declarations
:
: The authors have no relevant financial or non-financial interests to disclose.