High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program
Qiang Zhang (UK), Shabbar Jaffry (UK)
| Year of publication: |
2015
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|---|---|
| Authors: | Zhang, Qiang ; Jaffry, Shabbar |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 12.2015, 2, p. 8-15
|
| Subject: | Shanghai-Hong Kong Stock Connect Program | volatility spillover | asymmetric BEKK-GARCH | VAR approach | Mainland China capital market's opening-up policy | China | Volatilität | Volatility | Hongkong | Hong Kong | Spillover-Effekt | Spillover effect | Shanghai | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011500123