Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets

MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty

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Bibliographic Details
Main Authors:	Yin, Z., Tsui, A.K., Zhang, Z.Y.
Other Authors:	ECONOMICS
Format:	Conference or Workshop Item
Published:	2014
Subjects:	Chinese stock market Heteroskedasticity Leverage effect VC-MGARCH models
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/52150
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-52150
record_format	dspace
spelling	sg-nus-scholar.10635-521502024-11-13T11:08:34Z Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets Yin, Z. Tsui, A.K. Zhang, Z.Y. ECONOMICS Chinese stock market Heteroskedasticity Leverage effect VC-MGARCH models MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty 1338-1344 2014-05-05T10:25:57Z 2014-05-05T10:25:57Z 2011 Conference Paper Yin, Z.,Tsui, A.K.,Zhang, Z.Y. (2011). Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets. MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty : 1338-1344. ScholarBank@NUS Repository. 9780987214317 http://scholarbank.nus.edu.sg/handle/10635/52150 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Chinese stock market Heteroskedasticity Leverage effect VC-MGARCH models
spellingShingle	Chinese stock market Heteroskedasticity Leverage effect VC-MGARCH models Yin, Z. Tsui, A.K. Zhang, Z.Y. Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets
description	MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty
author2	ECONOMICS
author_facet	ECONOMICS Yin, Z. Tsui, A.K. Zhang, Z.Y.
format	Conference or Workshop Item
author	Yin, Z. Tsui, A.K. Zhang, Z.Y.
author_sort	Yin, Z.
title	Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets
title_short	Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets
title_full	Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets
title_fullStr	Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets
title_full_unstemmed	Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets
title_sort	modeling the conditional heteroscedasticity and leverage effect in the chinese stock markets
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52150
_version_	1821188132917215232

Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock markets

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