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Linkages between Shanghai and Hong Kong stock indices
Zhang, S; Paya, Ivan; Peel, D - Department of Economics, Management School - 2009
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010556435
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Linkages between Shanghai and Hong Kong stock indices
Zhang, S; Paya, Ivan; Peel, David - Department of Economics, Management School - 2009
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010556798
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Editorial Board
Zhang, S; Ba, J-M; Sun, Y-N; Dong, L - In: Journal of economic theory 144 (2009) 6, pp. IFC-1
Persistent link: https://www.econbiz.de/10008342541
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Spatial growth and industry age
Jiao, X; Yao, R; Zhang, S; Lou, S Y - In: Journal of economic theory 144 (2009) 6, pp. 2477-2503
Persistent link: https://www.econbiz.de/10008342543
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Integrated Importance Measure of Component States Based on Loss of System Performance
Si, S; Dui, H; Zhao, X; Zhang, S; Sun, S - In: IEEE transactions on reliability : R ; IEEE T R 61 (2012) 1, pp. 192-203
Persistent link: https://www.econbiz.de/10009844398
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Transformations and Microstructures - In-situ Observation of Martensite Transformation and Retained Austenite in Supermartensitic Stainless Steel
Zhang, S; Terasaki, H; Komizo, Y - In: Tetsu-to-hagane 96 (2010) 12, pp. 691-698
Persistent link: https://www.econbiz.de/10008848220
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Linkages between Shanghai and Hong Kong stock indices
Zhang, S; Paya, I; Peel, D - Department of Economics, Management School - 2009
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10011165901
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Linkages between Shanghai and Hong Kong stock indices
Zhang, S; Paya, Ivan; Peel, David - Department of Economics, Management School - 2009
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010558863
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Linkages between Shanghai and Hong Kong stock indices
Zhang, S; Paya, Ivan; Peel, David - Department of Economics, Management School - 2009
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010561721
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Linkages between Shanghai and Hong Kong stock indices
Zhang, S; Paya, Ivan; Peel, David - Department of Economics, Management School - 2009
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010562230