Half-day trading and spillovers
Year of publication: |
2021
|
---|---|
Authors: | Chen, Yifan ; Yu, Limin ; Gang, Jianhua |
Published in: |
Frontiers of business research in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-7326, ZDB-ID 2388653-5. - Vol. 15.2021, 1, p. 42-63
|
Subject: | Spillover effects | Semi-day transaction | Volatility | Multivariate GARCH model | Stock market | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Volatilität | ARCH-Modell | ARCH model | Aktienmarkt | Börsenkurs | Share price | Theorie | Theory |
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