Volatility spillovers across daytime and overnight information between China and world equity markets
Year of publication: |
2015
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Authors: | Hua, Jian ; Sanhaji, Bilel |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 49/51, p. 5407-5431
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Subject: | global financial crisis | daytime returns | overnight returns | return and volatility spillovers | multivariate GARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | China | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Welt | World |
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