The volatility spillover effect between representative warrants in China warrants market and the underlying securities is examined using cross-spectralanalysis.
通过互谱分析实证研究了中国权证市场具有代表性的权证与其标的证券之间的波动溢出效应。
2
According to the crossspectralanalysis, there is a high coherence with high confidence at intervals of 11 years between the typhoon's MTCR and the sun spots.