Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Yang Hou; Steven Li
| Year of publication: |
2015
|
|---|---|
| Authors: | Hou, Yang ; Li, Steven |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 32.2015, 1, p. 128-154
|
| Subject: | CCC BGARCH | CSI 300 index futures | DCC BGARCH | Information transmission | Volatility dynamics | Volatilität | Volatility | Index-Futures | Index futures | China | ARCH-Modell | ARCH model | Schätzung | Estimation | Börsenkurs | Share price | Aktienindex | Stock index |
| 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/10011380764