Empirical analysis of dynamic linkages between China and international stock markets
Thomas C. Chiang, Xiaoyu Chen
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Chiang, Thomas C. ; Chen, Xiaoyu |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 1, p. 189-212
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| Subject: | Chinese Stock Market | Smooth Transition | Conditional Variance | DCC Model | Comovements | China | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.61018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543897