Empirical analysis of dynamic linkages between China and international stock markets
Thomas C Chiang, Xiaoyu Chen
| Year of publication: |
October-December 2016
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|---|---|
| Authors: | Chiang, Thomas C. ; Chen, Xiaoyu |
| Published in: |
Inventi impact: emerging economies. - Bhopal : IJPL, ISSN 2249-0949, ZDB-ID 2681333-6. - 2016, 4, p. 225-248
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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 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011588782