Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach
| Year of publication: |
2013
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|---|---|
| Authors: | Hou, Ai Jun |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 23.2013, p. 12-32
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