A Study of Chinese Stock Market: Empirical and Theoretical Explorations by Bayesian and GARCH Models
Ph.D
Saved in:
Main Author: | CHEN HENG |
---|---|
Other Authors: | ECONOMICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2010
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/16246 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Language: | English |
Similar Items
-
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
by: Qiao, Z., et al.
Published: (2011) -
Multivariate GARCH Models for the Greater China Stock Markets
by: SONG, Xiaojun
Published: (2009) -
Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
by: Tsui, A.K., et al.
Published: (2011) -
INTEGRATION BETWEEN PROPERTY STOCK AND PROPERTY MARKETS: EVIDENCE FROM THE GARCH-M MODELS
by: SNG SOOK BENG, STEPHANIE
Published: (2021) -
Asymmetric Information Transmission between a Transition Economy and the U.S. Market: Evidence from the Warsaw Stock Exchange
by: WU, Chunchi, et al.
Published: (2003)