Cross-correlations between Chinese A-share and B-share markets

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Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market (2014, unknown): “MF-DCCA is used widely to detect the cross-correlation between financial markets [9–19].”
Extreme risk spillover network: application to financial institutions (2017, methodology): “The dynamic ND and GE of time-varying 1% VaR networks increase as the lag order †In previous research, Wang et al. (2010) and Liu and Wan (2011), who, respectively, investigate cross-correlations between the Chinese A-Share and B-Share markets and between crude oil spot and futures markets using…”
Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012, methodology): “A total of 250 business days (approximately a year) was selected as the length of each rollingwindow [37].”