Time-varying comovement and changes of comovement structure in the Chinese stock market : a causal network method
Hui Bu, Wenjin Tang, Junjie Wu
| Year of publication: |
2019
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|---|---|
| Authors: | Bu, Hui ; Tang, Wenjin ; Wu, Junjie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 181-204
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| Subject: | Common factors | Comovement measure | Comovement structure | Panel data model | Topology of causal network | Korrelation | Correlation | China | Aktienmarkt | Stock market | Panel | Panel study | Börsenkurs | Share price | Schätzung | Estimation | Kausalanalyse | Causality 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.econmod.2019.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201934