Data for: Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
| Main Author: | Zhuang, Xintian |
|---|---|
| Other Authors: | Zhang, Weiping, Lu, Yang |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2019
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/nbjmv2pk25 |
Daftar Isi:
- The data sets are estimation results of GARCH-BEKK model. And through the Wald Test results, we can measure the volatility spillover relationship between any stocks.