Study on the spatial spillover effects for China concept shares (CCSs)
Xiang-yun Liu; Bin Shi; Shang-guo Ma and Bo Qin
Year of publication: |
2013
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Authors: | Liu, Xiang-yun ; Bin Shi ; Ma, Shang-guo ; Bo Qin |
Published in: |
International journal of business innovation and research. - Genève [u.a.] : Inderscience, ISSN 1751-0252, ZDB-ID 2271131-4. - Vol. 7.2013, 5, p. 536-553
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Subject: | China concept shares | CCSs | mean spillover | volatility spillover | VAR model | BEKK-GARCH model | China | Spillover-Effekt | Spillover effect | Volatilität | Volatility | VAR-Modell | ARCH-Modell | ARCH model | Regionales Wachstum | Regional growth |
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