Long memory in the volatility of China stock returns
Year of publication: |
2009
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Authors: | Zhu, Shiyou ; Lee, Seo-Hyeong ; Hwang, Kyu Sun |
Published in: |
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University. - London [u.a.] : Routledge, ISSN 1753-8963, ZDB-ID 2433693-2. - Vol. 2.2009, 3, p. 313-323
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Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | China | 1990-2008 |
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