Volatility clustering and nontrading days in Chinese stock markets
Year of publication: |
2002
|
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Authors: | Friedmann, Ralph ; Sanddorf-Köhle, Walter G. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 54.2002, 2, p. 193-217
|
Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | China | 1992-1997 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Literaturverz. S. 216 - 217 In: Journal of economics & business |
Source: | ECONIS - Online Catalogue of the ZBW |
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