Generalized Measures of Correlation in Chinese Markets
The paper uncovers a V curve pattern in the Shanghai stock market, showing a stronger dependency of volatility on negative return.
Featured in No. 40 on 13 Mar 2024 · 2 days after release
- Released
- 11 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4755641
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).