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Data · dataset · 2026

Supplementary Materials for "The Uncertainty and Dynamic Connectedness of the Chinese Stock Sectors: Evidence from the TVP-VAR and Quantile Regression"

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This document provides complete proofs for the empirical results of the average dynamic connectedness under different market states as well as before and during the emergency events.

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Financial econometrics 76%
Provenance · 1 source records, 12 field assertions
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ScienceDB10.57760/sciencedb.436658 d agoJSON v1
FieldAssertionExtractorEvidence
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