Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China

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Main Author:	YIN ZIHUI
Other Authors:	ECONOMICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Conditional Heteroskedasticity, Stock Returns, GARCH, Conditional Correlation, Markov-Switching, Volatility Regime
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/16497
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-164972015-01-13T07:35:18Z Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China YIN ZIHUI ECONOMICS TSUI KA CHENG, ALBERT Conditional Heteroskedasticity, Stock Returns, GARCH, Conditional Correlation, Markov-Switching, Volatility Regime Master's MASTER OF SOCIAL SCIENCES 2010-04-08T11:05:36Z 2010-04-08T11:05:36Z 2009-07-29 Thesis YIN ZIHUI (2009-07-29). Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16497 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Conditional Heteroskedasticity, Stock Returns, GARCH, Conditional Correlation, Markov-Switching, Volatility Regime
spellingShingle	Conditional Heteroskedasticity, Stock Returns, GARCH, Conditional Correlation, Markov-Switching, Volatility Regime YIN ZIHUI Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China
description	Master's
author2	ECONOMICS
author_facet	ECONOMICS YIN ZIHUI
format	Theses and Dissertations
author	YIN ZIHUI
author_sort	YIN ZIHUI
title	Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China
title_short	Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China
title_full	Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China
title_fullStr	Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China
title_full_unstemmed	Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China
title_sort	conditional heteroskedasticity in stock returns: evidence from stock markets of mainland china
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/16497
_version_	1681079372979634176

Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China

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