On the changing structure among Chinese equity markets : Hong Kong, Shanghai, and Shenzhen
Year of publication: |
1 February 2018
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Authors: | Huang, Wei ; Lai, Pei-Chun ; Bessler, David A. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 264.2018, 3 (1.2.), p. 1020-1032
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Subject: | Information flow | Chinese stock market | Structure change | Structural VAR | Linear non-Gaussian acyclic model | Hongkong | Hong Kong | Aktienmarkt | Stock market | China | Shanghai | Volatilität | Volatility | Strukturwandel | Structural change |
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