Multi-scale features of volatility spillover networks: A case study of China's energy stock market
Author:
Affiliation:
1. School of Management and Engineering, Capital University of Economics and Business, Beijing 100070, China
Funder
Beijing Municipal Commission of Education
Foundation for Innovative Research Groups of the National Natural Science Foundation of China
Publisher
AIP Publishing
Subject
Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics
Link
http://aip.scitation.org/doi/pdf/10.1063/1.5131066
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