Revisit the volume versus GARCH effects - Evidence from China stock markets

Revisit the volume versus GARCH effects - Evidence from China stock markets

Master's

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Bibliographic Details
Main Author: XU JUN
Other Authors: ECONOMICS
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
volatility, GARCH, volume, turnover, mixture of distributions hypothesis (MDH), Shanghai Stock Exchange
Online Access:http://scholarbank.nus.edu.sg/handle/10635/14102
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Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-14102
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spelling sg-nus-scholar.10635-141022015-01-15T19:39:26Z Revisit the volume versus GARCH effects - Evidence from China stock markets XU JUN ECONOMICS WONG WING KEUNG volatility, GARCH, volume, turnover, mixture of distributions hypothesis (MDH), Shanghai Stock Exchange Master's MASTER OF SOCIAL SCIENCES 2010-04-08T10:39:53Z 2010-04-08T10:39:53Z 2004-09-22 Thesis XU JUN (2004-09-22). Revisit the volume versus GARCH effects - Evidence from China stock markets. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/14102 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic volatility, GARCH, volume, turnover, mixture of distributions hypothesis (MDH), Shanghai Stock Exchange
spellingShingle volatility, GARCH, volume, turnover, mixture of distributions hypothesis (MDH), Shanghai Stock Exchange
XU JUN
Revisit the volume versus GARCH effects - Evidence from China stock markets
description Master's
author2 ECONOMICS
author_facet ECONOMICS
XU JUN
format Theses and Dissertations
author XU JUN
author_sort XU JUN
title Revisit the volume versus GARCH effects - Evidence from China stock markets
title_short Revisit the volume versus GARCH effects - Evidence from China stock markets
title_full Revisit the volume versus GARCH effects - Evidence from China stock markets
title_fullStr Revisit the volume versus GARCH effects - Evidence from China stock markets
title_full_unstemmed Revisit the volume versus GARCH effects - Evidence from China stock markets
title_sort revisit the volume versus garch effects - evidence from china stock markets
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/14102
_version_ 1681078970349518848

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