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The Contrast of Parametric and Nonparametric Volatility Measurement Based on Chinese Stock Market.

Xinwu ZhangYan WangHandong Li
Published in: Complex (1) (2009)
Keyphrases
  • chinese stock market
  • stock market
  • stock returns
  • parametric models
  • stock price
  • garch model
  • cross sectional
  • stock exchange
  • long term