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ARCH model
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
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2
The intraday volatility spillover index approach and an application in the Brexit vote
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011984139
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3
Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
Nishimura, Yusaku
;
Tsutsui, Yoshirō
;
Hirayama, Kenjiro
- In:
Journal of the Japanese and international economies : …
35
(
2015
),
pp. 23-42
Persistent link: https://www.econbiz.de/10011380505
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