Volatility spillovers between the US and China stock markets : structural break test with symmetric and asymmetric GARCH approaches
Gyu-Hyen Moon & Wei-Choun Yu
| Year of publication: |
2010
|
|---|---|
| Authors: | Moon, Gyu-hyen ; Yu, Wei-choun |
| Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 39.2010, 2, p. 129-149
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | ARCH-Modell | ARCH model | USA | United States | China | 1999-2007 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003997793