---
title: Generalized Measures of Correlation in Chinese Markets
url: https://www.ml-quant.com/papers/ssrn/4755641/
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 4755641
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4755641
featured: 2024-03-13
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4755641
- Identifier: SSRN 4755641
- Released: 2024-03-11
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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