---
title: Multiscale Perspective on Volatility Spillover Network in Chinese Financial Market
url: https://www.ml-quant.com/papers/ssrn/4583054/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4583054
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4583054
featured: 2023-09-28
citations: unknown
topic: Derivatives & Volatility
---


# Multiscale Perspective on Volatility Spillover Network in Chinese Financial Market

The research investigates the progression of systemic risk in China's financial market using a new multiscale decomposition method, uncovering varying network characteristics in high and low volatility spillover networks.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4583054
- Identifier: SSRN 4583054
- Released: 2023-09-25
- First featured: Quant Letter No. 17 (2023-09-28): https://www.ml-quant.com/issues/2023-09-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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