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RePEcDerivatives & Volatility

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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24
Identifier
RePEc:eme:jcefts:jcefts-01-2024-0009

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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