Volatility behaviour of stock index futures in China: a bivariate GARCH approach
Year of publication: |
2015
|
---|---|
Authors: | Hou, Yang ; Li, Steven |
Published in: |
Studies in Economics and Finance. - Emerald Group Publishing Limited, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 32.2015, 1, p. 128-154
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | CCC BGARCH | CSI 300 index futures | DCC BGARCH | Information transmission | Volatility dynamics |
-
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang, (2015)
-
Pan, Zhiyuan, (2014)
-
Qu, Yang, (2019)
- More ...
-
Hou, Yang, (2014)
-
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang, (2015)
-
Price discovery in Chinese stock index futures market : new evidence based on intraday data
Hou, Yang, (2013)
- More ...