Dynamic volatility spillover and network connectedness across ASX sector markets
Crossref DOI link: https://doi.org/10.1007/s12197-021-09544-w
Published Online: 2021-04-02
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Choi, Ki-Hong
McIver, Ron P.
Ferraro, Salvatore
Xu, Lei
Kang, Sang Hoon
Funding for this research was provided by:
Ministry of Education (NRF-2020S1A5B8103268)
Text and Data Mining valid from 2021-04-02
Version of Record valid from 2021-04-02
Article History
Accepted: 11 February 2021
First Online: 2 April 2021