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:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/52150
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Institution: National University of Singapore

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