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Jingyu, Li ; Wei, Chen ; Yinhong, Yao. (2024) Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs.
In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233.

Full description at Econpapers

cites:

Kim, D. ; Baek, J.-G. Bagging ensemble-based novel data generation method for univariate time series forecasting. 2022 Expert Systems with Applications. 203 -

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