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. |
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| Authors: | Qi, Agudamu1,2 (AUTHOR), Yuan, Ying1,2 (AUTHOR) yyuan@mail.neu.edu.cn, Liu, Peng1,2 (AUTHOR) |
| Source: | Applied Economics. Aug2026, Vol. 58 Issue 40, p8467-8486. 20p. |
| Database: | Business Source Ultimate |
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| ISSN: | 00036846 |
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| DOI: | 10.1080/00036846.2026.2702114 |
