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

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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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 195307549
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Financial market high-low volatility spillover and portfolio allocation: a time frequency analysis.
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  Data: <searchLink fieldCode="AR" term="%22Qi%2C+Agudamu%22">Qi, Agudamu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Yuan%2C+Ying%22">Yuan, Ying</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> yyuan@mail.neu.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Liu%2C+Peng%22">Liu, Peng</searchLink><relatesTo>1</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Applied+Economics%22">Applied Economics</searchLink>. Jul2026, p1-20. 20p. 8 Illustrations.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=195307549
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/00036846.2026.2702114
    Languages:
      – Code: eng
        Text: English
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      Pagination:
        PageCount: 20
        StartPage: 1
    Titles:
      – TitleFull: Financial market high-low volatility spillover and portfolio allocation: a time frequency analysis.
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          Name:
            NameFull: Qi, Agudamu
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          Name:
            NameFull: Yuan, Ying
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            NameFull: Liu, Peng
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          Dates:
            – D: 13
              M: 07
              Text: Jul2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 00036846
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            – TitleFull: Applied Economics
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