Document is current

Any future updates will be listed below

Quantifying connectedness among Chinese financial markets: Insights from high-low volatility decomposition and frequency domain analysis

Crossref DOI link: https://doi.org/10.1007/s10690-026-09614-1

Published Online: 2026-06-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

About CrossMark