Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
Year of publication: |
2011-12-01
|
---|---|
Authors: | Allena, David E. ; Amrama, Ron ; McAleer, Michael |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Volatility spillovers | VARMA-GARCH | VARMA-AGARCH | Chinese stock market |
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