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Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting.

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Bibliographic Details
Title: Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting.
Authors: Zeng, Jin1 (AUTHOR), Wu, Jingwen1 (AUTHOR) wujingwen@gzgs.edu.cn
Source: PLoS ONE. 10/17/2025, Vol. 20 Issue 10, p1-23. 23p.
Database: Academic Search Ultimate
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Description
ISSN:19326203
DOI:10.1371/journal.pone.0333794