Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective
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DOI: 10.1016/j.frl.2024.106282
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More about this item
Keywords
Co-jumps; Network; Community detection; COVID-19; Chinese stock market;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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