Modelling stock market data in China : cisis and Coronavirus
Lorenzo Cristofaro, Luis A. Gil-Alana, Zhongfei Chen, Peter Wanke
| Year of publication: |
2021
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|---|---|
| Authors: | Cristofaro, Lorenzo ; Gil-Alaña, Luis A. ; Chen, Zhongfei ; Wanke, Peter |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-6
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| Subject: | China | long memory | persistence | Stock market | Aktienmarkt | Börsenkurs | Share price | Coronavirus | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101865 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336246