Financial market high-low volatility spillover and portfolio allocation: a time frequency analysis
Agudamu Qi; Ying Yuan; Peng Liu
- Published
- Publisher
- Informa UK Limited
- Journal / collection
- Applied Economics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1080/00036846.2026.2702114
The original publisher provides the full text and its access options.
Cite this source
Agudamu Qi; Ying Yuan; Peng Liu. Financial market high-low volatility spillover and portfolio allocation: a time frequency analysis. Applied Economics. 2026-07-12. https://doi.org/10.1080/00036846.2026.2702114