INTERNATIONAL LINKAGES OF THE CHINESE STOCK EXCHANGES: A MULTIVARIATE GARCH ANALYSIS

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LI H.

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Journal Paper

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Journal: APPLIED FINANCIAL ECONOMICS Year:2007 | Volume:17 | Issue:- Page(s): 285-297

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Information Journal Paper

Title

INTERNATIONAL LINKAGES OF THE CHINESE STOCK EXCHANGES: A MULTIVARIATE GARCH ANALYSIS

Author(s)

LI H. | Issue Writer Certificate

Keywords

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Abstract

Cites

SPILLOVER EFFECT THE ON CONTEST IMPORT & EXPORT ORIENTED INDUSTRIES
VOLATILITY TRANSMISSION ANALYSIS AMONG THE STOCK MARKETS, CASE STUDY, IRAN, TURKEY AND UAE STOCK MARKETS
INVESTIGATION OF THE SIMULTANEOUS EFFECT OF OIL PRICE UNCERTAINTY AND GOLD PRICE UNCERTAINTY ON TEHRAN STOCK MARKET INDEX: AN APPLICATION OF THREE-VARIATE GARCH MODEL

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APA: Copy

LI, H.. (2007). INTERNATIONAL LINKAGES OF THE CHINESE STOCK EXCHANGES: A MULTIVARIATE GARCH ANALYSIS. APPLIED FINANCIAL ECONOMICS, 17(-), 285-297. SID. https://sid.ir/paper/644977/en

Vancouver: Copy

LI H.. INTERNATIONAL LINKAGES OF THE CHINESE STOCK EXCHANGES: A MULTIVARIATE GARCH ANALYSIS. APPLIED FINANCIAL ECONOMICS[Internet]. 2007;17(-):285-297. Available from: https://sid.ir/paper/644977/en

IEEE: Copy

H. LI, “INTERNATIONAL LINKAGES OF THE CHINESE STOCK EXCHANGES: A MULTIVARIATE GARCH ANALYSIS,” APPLIED FINANCIAL ECONOMICS, vol. 17, no. -, pp. 285–297, 2007, [Online]. Available: https://sid.ir/paper/644977/en

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