Volatility clustering and nontrading days in Chinese stock markets
Ralph Friedmann; Walter G. Sanddorf-Köhle
| Year of publication: |
2002
|
|---|---|
| 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 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 216 - 217 In: Journal of economics & business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001696590