Are shocks asymmetric to volatility of Chinese stock markets?
Year of publication: |
2004
|
---|---|
Authors: | Huang, Wei-chiao ; Yuanlei Zhu |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 7.2004, 3, p. 379-395
|
Subject: | Kapitalstruktur | Capital structure | ARCH-Modell | ARCH model | Volatilität | Volatility | Schock | Shock | Aktienmarkt | Stock market | China |
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