Asian Stock Exchange Volatility Analysis
The research shows volatility clustering in the return series of crude oil, Bitcoin, and selected Asian stock exchanges, with varying degrees of short and long-term volatility spillover.
Featured in No. 55 on 3 Jul 2024 · on release day
- Released
- 3 Jul 2024
- First featured
- No. 55 · 3 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- RePEc:eme:jcefts:jcefts-01-2024-0009
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