Half-day trading and spillovers
Yifan Chen, Limin Yu and Jianhua Gang
| Year of publication: |
2021
|
|---|---|
| Authors: | Chen, Yifan ; Yu, Limin ; Gang, Jianhua |
| Published in: |
Frontiers of business research in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-7326, ZDB-ID 2388653-5. - Vol. 15.2021, 1, p. 42-63
|
| Subject: | Spillover effects | Semi-day transaction | Volatility | Multivariate GARCH model | Stock market | Volatilität | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1186/s11782-021-00097-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595106