Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets (Q5440106)
From MaRDI portal
scientific article; zbMATH DE number 5231524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets |
scientific article; zbMATH DE number 5231524 |
Statements
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets (English)
0 references
31 January 2008
0 references
volatility modelling
0 references
GARCH models
0 references
comovement
0 references
correlation modelling
0 references
