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Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
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The effectiveness of price limits and stock characteristics : evidence from the Shanghai and Shenzhen stock exchanges
Chen, Gong-meng; Rui, Oliver Meng; Wang, Steven Shuye - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10003124817
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The day-of-the-week regulatiry in the stock markets of China
Chen, Gong-meng; Kwok, Chuck C. Y.; Rui, Oliver Meng - In: Journal of multinational financial management 11 (2001) 2, pp. 139-163
Persistent link: https://www.econbiz.de/10001561110