A Note on Conditional Variance and Decaying Rate: Chinese Equity Market

Singh, Amanjot 2018, A Note on Conditional Variance and Decaying Rate: Chinese Equity Market, Journal of Quantitative Economics, vol. 16, no. 2, pp. 595-611, doi: 10.1007/s40953-017-0096-1.

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Title A Note on Conditional Variance and Decaying Rate: Chinese Equity Market
Author(s) Singh, AmanjotORCID iD for Singh, Amanjot orcid.org/0000-0003-3575-4382
Journal name Journal of Quantitative Economics
Volume number 16
Issue number 2
Start page 595
End page 611
Total pages 17
Publisher Springer
Place of publication Berlin, Germany
Publication date 2018
ISSN 0971-1554
2364-1045
Keyword(s) Social Sciences
Economics
Business & Economics
China
Fractional integration
GARCH
US
Volatility
Language eng
DOI 10.1007/s40953-017-0096-1
Indigenous content off
Field of Research 1402 Applied Economics
1403 Econometrics
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30149656

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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