Data for: Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
Published: 24 September 2019| Version 1 | DOI: 10.17632/nbjmv2pk25.1
Contributors:Xintian Zhuang, Weiping Zhang,
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.
Econometric Modeling, Network Complexity, Econometric Software