Structural breaks in volatility : the case of Chinese stock returns
Jinlan Ni and Mark E. Wohar, Beichen Wang
| Year of publication: |
March-April 2016
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|---|---|
| Authors: | Ni, Jinlan ; Wohar, Mark E. ; Wang, Beichen |
| Published in: |
The Chinese economy. - Philadelphia, Pa. : Routledge, ISSN 1097-1475, ZDB-ID 1417105-3. - Vol. 49.2016, 2, p. 81-93
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| Subject: | GARCH model | persistence | structural breaks | volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Strukturbruch | Structural break | China | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10971475.2016.1143302 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619799