Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.

He C, Huang K, Liu S, Zhang Z

DOI: 10.1016/j.procs.2022.04.017
Published: 2022
Container: Procedia computer science
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1016/j.procs.2022.04.017,
  title = {Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.},
  author = {He C and Huang K and Liu S and Zhang Z},
  year = {2022},
  journal = {Procedia computer science},
  doi = {10.1016/j.procs.2022.04.017},
  url = {https://doi.org/10.1016/j.procs.2022.04.017}
}

RIS

TY  - JOUR
TI  - Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.
AU  - He C
AU  - Huang K
AU  - Liu S
AU  - Zhang Z
PY  - 2022
JO  - Procedia computer science
DO  - 10.1016/j.procs.2022.04.017
UR  - https://doi.org/10.1016/j.procs.2022.04.017
ER  -

APA

C, H., K, H., S, L., & Z, Z. (2022). Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.. Procedia computer science. https://doi.org/10.1016/j.procs.2022.04.017

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pubmed · retrieved 2026-09-25T08:59:19.850Z