Market risk under a price limit regime : evidence for Chinese stock markets
Year of publication: |
2001
|
---|---|
Authors: | Friedmann, Ralph ; Sanddorf-Köhle, Walter G. |
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | Preisregulierung | Price regulation | Schätzung | Estimation | ARCH-Modell | ARCH model | China | Risikomaß | Risk measure |
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