# Volatility Spillovers in the CSI300 Futures and Spot Markets in China: Empirical Study Based on Discrete Wavelet Transform and VAR-BEKK-bivariate GARCH Model

> Research article (Procedia Computer Science, 2015) · cited 29× · AI/ML

**Wikidata**: [openalex:W952856890](https://www.wikidata.org/wiki/openalex:W952856890)  
**Source**: https://4ort.xyz/entity/volatility-spillovers-in-the-csi300-futures-and-spot-markets-in-china-empirical-study-based-on-discrete-wavelet-transfor