Chan, W.S.; Lo, Harry W.C.; Cheung, S.H. - In: Mathematics and Computers in Simulation (MATCOM) 48 (1999) 4, pp. 511-518
In this article we study the return transmission among stock markets in Greater China – Mainland China (Shanghai, Shenzhen), Hong Kong and Taiwan – a region which has been enjoying tremendous growth and expansion in the economies and capital markets in the last decade. Using a multiple time...