Financial market high-low volatility spillover and portfolio allocation: a time frequency analysis.

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Bibliographic Details
Title: Financial market high-low volatility spillover and portfolio allocation: a time frequency analysis.
Authors: Qi, Agudamu1 (AUTHOR), Yuan, Ying1 (AUTHOR) yyuan@mail.neu.edu.cn, Liu, Peng1 (AUTHOR)
Source: Applied Economics. Jul2026, p1-20. 20p. 8 Illustrations.
Database: Business Source Ultimate
Description
ISSN:00036846
DOI:10.1080/00036846.2026.2702114