A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets
Year of publication: |
2013-12
|
---|---|
Authors: | Feng, Yuanhua ; Sun, Lixin |
Institutions: | Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften |
Subject: | Chinese financial market | mature financial markets | long-term risk | short-term risk | semiparametric APARCH |
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