Login / Signup

Estimating stochastic volatility models of stock returns in Chinese markets.

Shu Quan LuShiyu XieTakao Ito
Published in: Artif. Life Robotics (2010)
Keyphrases
  • stock returns
  • chinese stock market
  • financial markets
  • stock market
  • panel data
  • short term
  • cross sectional
  • stochastic process
  • financial crisis
  • stock data