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The structural breakpoints in the variance of Chinese stock market returns are detected by the ICSS algorithm (January 2001–October 2020).

Journal: Journal of Economic Asymmetries

Article Title: Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic

doi: 10.1016/j.jeca.2022.e00276

Figure Lengend Snippet: The structural breakpoints in the variance of Chinese stock market returns are detected by the ICSS algorithm (January 2001–October 2020).

Article Snippet: The ICSS algorithm is utilized by MATLAB software to detect structural breakpoints in the variance of China's stock market returns.

Techniques: