Long memory in the volatility of China stock returns
Shiyou Zhu, Min-Hwan Lee and Kyu Sun Hwang
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhu, Shiyou ; Lee, Seo-Hyeong ; Hwang, Kyu Sun |
| Published in: |
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University. - London [u.a.] : Routledge, ISSN 1753-8963, ZDB-ID 2433693-2. - Vol. 2.2009, 3, p. 313-323
|
| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | China | 1990-2008 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003991161