Volatility clustering at a sector level in the Chinese equity market
Year of publication: |
2018
|
---|---|
Authors: | Alfonso Perez, Gerardo Gerry |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 9.2018, 3, p. 103-107
|
Subject: | China | volatility clustering | portfolio management | Volatilität | Volatility | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis |
-
Correlation based clustering of the Amman stock exchange
Abdoh, Hussein A., (2017)
-
Dynamics of equity factor returns and asset pricing
Stoyanov, Stoyan V., (2021)
-
Verma, Anshul, (2019)
- More ...
-
Value investing in the stock market of Thailand
Alfonso Perez, Gerardo Gerry, (2017)
-
Value investing and size effect in the South Korean stock market
Alfonso Perez, Gerardo Gerry, (2018)
-
Short-term event-driven analysis of the South-East Asia financial crisis: A stock market approach
Alfonso Perez, Gerardo Gerry, (2021)
- More ...