The asymmetry and volatility of the Chinese stock market caused by the "New National Ten"
Year of publication: |
January-February 2015
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Authors: | Tsai, Jui-Jung ; Wang, Yang-Chao ; Weng, Kehuang |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, suppl. 1, p. 86-98
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Subject: | asymmetry | GARCH | linkage | New National Ten | real estate market regulation | stock market | volatility | Volatilität | Volatility | Aktienmarkt | Stock market | China | Immobilienmarkt | Real estate market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation |
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