Volatility spillovers from the Chinese stock market to economic neighbours
Year of publication: |
2013
|
---|---|
Authors: | Allen, David E. ; Amram, Ron ; McAleer, Michael |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 94.2013, C, p. 238-257
|
Publisher: |
Elsevier |
Subject: | Volatility spillovers | VARMA–GARCH | VARMA–AGARCH | Chinese stock market |
-
Wen, Fenghua, (2021)
-
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
McAleer, Michael, (2011)
-
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
McAleer, Michael, (2011)
- More ...
-
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
Allen, David E., (2012)
-
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
McAleer, Michael, (2011)
-
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
McAleer, Michael, (2011)
- More ...