Testing for long memory volatility of Chinese stock markets with FIGARCH model
Keyword(s):
2010 ◽
Vol 389
(7)
◽
pp. 1425-1433
◽
2013 ◽
Vol 8
(8)
◽
pp. 786-793
Keyword(s):
2010 ◽
Vol 09
(02)
◽
pp. 203-217
◽
2007 ◽
Vol 10
(03)
◽
pp. 309-328
◽
2015 ◽
Vol 32
◽
pp. 40-55
◽
Price differentials between different classes of stocks: an empirical study on Chinese stock markets
2001 ◽
Vol 11
(4-5)
◽
pp. 407-426
◽