Changes in Macroeconomic Policies and Volatility of Chinese Stock Market.

Qi'an Chen Pengyu Fang Yuan Zhang

Published in: J. Softw. (2012)

Keyphrases

chinese stock market
stock market
stock returns
garch model
stock price
stock exchange
financial data
short term
financial time series
financial markets
optimal policy
stock data
cross sectional
exchange rate
wavelet transform
cost effective
decision makers