Oil prices and chinese stock market : nonlinear causality and volatility persistence
Fenghua Wen, Jihong Xiao, Xiaohua Xia, Bin Chen, Zhengyan Xiao, and Jinyi Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Wen, Fenghua ; Xiao, Jihong ; Xia, Xiaohua ; Chen, Bin ; Xiao, Zhengyan ; Li, Jinyi |
| Subject: | Chinese stock market | nonlinear causality | nonlinear co-integration | oil prices | sectoral indices | Ölpreis | Oil price | Volatilität | Volatility | China | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1496078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210710