Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Wensheng Lin
| Year of publication: |
December 2017
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|---|---|
| Authors: | Lin, Wensheng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 67.2017, p. 346-354
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| Subject: | The Connect Program | Volatility | Spillover | NIS | Asymmetry | BEKK | Volatilität | Hongkong | Hong Kong | Spillover-Effekt | Spillover effect | Shanghai | ARCH-Modell | ARCH model | Aktienindex | Stock index | Aktienmarkt | Stock market | Börse | Bourse |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.02.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813838