A market volatility analysis of the Shanghai-Hong Kong Stock Connect Program
Tung-Zong (Donald) Chang, Su-Jane Chen, Hongmei Gu, and Aijie Jiang
| Year of publication: |
2018
|
|---|---|
| Authors: | Chang, Tung-zong ; Chen, Su-Jane ; Gu, Hongmei ; Jiang, Aijie |
| Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 17.2018, 2, p. 113-121
|
| Subject: | Hong Kong stock exchange | Shanghai stock exchange | Shanghai-Hong Kong stock connect | risk analysis | GARCH model | Hongkong | Hong Kong | Shanghai | Börsenhandel | Stock exchange trading | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011997086