Estimating time-varying beta of price limits and its applications in China stock market

DOI10.1155/2013/682159zbMath1271.91055DBLPjournals/jam/BaiZL13OpenAlexW2004773895WikidataQ59003760 ScholiaQ59003760MaRDI QIDQ364467

Rongquan Bai, Zuoquan Zhang, Meng-Gang Li

Publication date: 9 September 2013

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/682159

Mathematics Subject Classification ID

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Price limits and stock market volatility.

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