An anatomy of Chinese stock and futures markets' dynamic features
Chaoyou Wang, Yuanyuan Guo and Qiang Ye
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Chaoyou ; Guo, Yuanyuan ; Ye, Qiang |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 16/18, p. 1329-1334
|
| Subject: | component volatility | jump | GARCH | index futures | Chinese markets | Volatilität | Volatility | China | Index-Futures | Index futures | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
| 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/10011380167