Data and Code for "Examining Chinese volume--volatility nexus: A regime-switching perspective"

Published: 24 December 2024| Version 2 | DOI: 10.17632/zr8jx2wxjw.2
Contributors:
, Zhenxin Wang

Description

This project contains the publicly available data and code for the paper "Examining Chinese volume--volatility nexus: A regime-switching perspective" to ensure the reproducibility of the results.

Files

Institutions

Shanghai University of Finance and Economics, Huazhong University of Science and Technology

Categories

Economics, Econometrics, Regime Switching

Licence