Volatility clustering and nontrading days in Chinese stock markets
Year of publication: |
2002
|
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Authors: | Friedmann, Ralph ; Sanddorf-Köhle, Walter G. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 54.2002, 2, p. 193-217
|
Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | China | 1992-1997 |
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