Modeling Chinese stock markets' volatility.

Shu Quan Lu Shiyu Xie Takao Ito

Published in: NCM (2010)

Keyphrases

stock market
chinese stock market
stock returns
stock price
garch model
short term
stock exchange
financial markets
stock trading
stock index futures
financial time series
financial data
trading rules
stock index
stock data
long term
developed countries
stock market data
foreign exchange
investment strategies