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~subject:"Aktienmarkt"
~person:"Li, Steven"
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Search: subject:"ARCH model"
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Aktienmarkt
ARCH model
10
ARCH-Modell
10
China
9
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7
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6
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6
Börsenkurs
5
Share price
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Aktienindex
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Li, Steven
Ma, Feng
31
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23
Bouri, Elie
20
Zhang, Yaojie
16
Kang, Sang Hoon
15
Chiang, Thomas C.
14
McMillan, David G.
13
Engle, Robert F.
12
Xuan Vinh Vo
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Liang, Chao
11
Yoon, Seong-min
11
Brooks, Robert
10
Guesmi, Khaled
10
Li, Yan
10
Mensi, Walid
10
Wang, Jiqian
10
Hammoudeh, Shawkat
9
Nguyen, Duc Khuong
9
Aloui, Chaker
8
Caporale, Guglielmo Maria
8
Hamori, Shigeyuki
8
Koulakiotis, Athanasios
8
Lyócsa, Štefan
8
Molnár, Peter
8
Wang, Yudong
8
Ajmi, Ahdi Noomen
7
Amanjot Singh
7
Demirer, Rıza
7
Faff, Robert W.
7
Jeribi, Ahmed
7
Kumar, Dilip
7
Lu, Xinjie
7
Manera, Matteo
7
Rodriguez, Gabriel
7
Tiwari, Aviral Kumar
7
Wen, Fenghua
7
Wong, Wing Keung
7
Adrangi, Bahram
6
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6
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International review of economics & finance : IREF
2
Asia-Pacific financial markets : integration, innovation and challenges
1
Economic modelling
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Financial markets and portfolio management
1
Pacific-Basin finance journal
1
Studies in economics and finance
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ECONIS (ZBW)
7
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1
Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
Saved in:
2
The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Financial markets and portfolio management
32
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
Saved in:
3
The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
Saved in:
4
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
5
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang
;
Li, Steven
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
Saved in:
6
Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang
;
Li, Steven
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
Saved in:
7
The impact of the opening up to the b-share markets on the integration of Chinese stock markets
Chen, Langnan
;
Li, Steven
;
Lin, Weibin
- In:
Asia-Pacific financial markets : integration, …
,
(pp. 95-116)
.
2008
Persistent link: https://www.econbiz.de/10003603067
Saved in:
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