A conditional variance model for daily stock returns in China's emerging stock markets : empirical evidence on the Shanghai and Shenzhen exchanges
Qiao Yu
| Year of publication: |
1996
|
|---|---|
| Authors: | Yu, Qiao |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 6.1996, 4, p. 1-19
|
| Subject: | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | China | Heteroskedastizität | Heteroscedasticity | 1990-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001498289