Volatility analysis based on GARCH-type models : evidence from the Chinese stock market
Yuling Wang, Yunshuang Xiang, Xinyu Lei and Yucheng Zhou
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Yuling ; Xiang, Yunshuang ; Lei, Xinyu ; Zhou, Yucheng |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,3, p. 2530-2554
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| Subject: | ARMA-GARCH | GARCH | stock markets | volatility | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2021.1967771 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382202