Jump Risk Contagion Under Regime Switching: An Empirical Analysis Based on the CSI 300 Index and the Hang Seng Index
The jump in the value of the stock may result in a corresponding escalation of risk associated with the stock market. When a jump occurs in any particular market, such a risk can spread to other markets. This paper examines realized volatility and risk contagion of the jump between the Chinese mainl...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2024/2572156 |
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