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Asia Pacific Management Review ScopusTSSCI

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篇名 Return and Volatility Dynamics between A- and B-shares Markets of Each Securities Exchange in China: An Intervention Analysis in a Bivariate EGARCH-X Framework
卷期 12:4
作者 Hsiao, Jung-liehLiu, Hsiang-hsi
頁次 233-243
關鍵字 Bivariate EGARCH-XStock market liberalizationNon-trading daysInformation matrix testIntervention analysisScopusTSSCI
出刊日期 200708

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