The volatility of the index of Shanghai stock market research based on ARCH and its extended forms
Hao Liu, Zuoquan Zhang and Qin Zhao
| Year of publication: |
2012
|
|---|---|
| Authors: | Liu, Hao ; Zhang, Zuoquan ; Zhao, Qin |
| Published in: |
Inventi impact: emerging economies. - Bhopal : IJPL, ISSN 2249-0949, ZDB-ID 2681333-6. - 2012, 1, p. 39-47
|
| Subject: | Volatilität | Volatility | Shanghai | ARCH-Modell | ARCH model | Aktienindex | Stock index | Aktienmarkt | Stock market | Marktforschung | Market research | China |
| 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/10009623016