Financial market high-low volatility spillover and portfolio allocation: a time frequency analysis.
Saved in:
| 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 |
| ISSN: | 00036846 |
|---|---|
| DOI: | 10.1080/00036846.2026.2702114 |