Can Chinese stock index future and spot markets influence each other's volatility? : evidence from both conditional volatility and realized volatility
Qiang Zhang and Shabbar Jaffry
| Year of publication: |
2015
|
|---|---|
| Authors: | Zhang, Qiang ; Jaffry, Shabbar |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 18.2015/16, 1, p. 37-47
|
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | China |
| 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/10011307951