Structural breaks in volatility : the case of Chinese stock returns
Year of publication: |
March-April 2016
|
---|---|
Authors: | Ni, Jinlan ; Wohar, Mark E. ; Wang, Beichen |
Published in: |
The Chinese economy. - Philadelphia, Pa. : Routledge, ISSN 1097-1475, ZDB-ID 1417105-3. - Vol. 49.2016, 2, p. 81-93
|
Subject: | GARCH model | persistence | structural breaks | volatility | Volatilität | Volatility | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | China | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price |
-
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos, (2014)
-
Zhu, Huiming, (2016)
-
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq, (2022)
- More ...
-
What's Hot in Finance (2011-2015)?
Bhattacharya, Utpal, (2016)
-
Market segmentation and firm survival
Lyu, Xinjun, (2021)
-
Essays on information and institutional investors
Ni, Jinlan, (2004)
- More ...