Volatility clustering and nontrading days in Chinese stock markets
| Year of publication: |
2002
|
|---|---|
| Authors: | Friedmann, Ralph ; Sanddorf-Kohle, Walter G. |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 54.2002, 2, p. 193-217
|
| Publisher: |
Elsevier |