A note on conditional variance and decaying rate : Chinese equity market
Year of publication: |
2018
|
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Authors: | Amanjot Singh |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 16.2018, 2, p. 595-611
|
Subject: | China | Fractional integration | GARCH | US | Volatility | ARCH-Modell | ARCH model | Volatilität | Aktienmarkt | Stock market |
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