Volatility Analysis for Chinese Stock Market Using GARCH Type Models

Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

Original language	English
Title of host publication	Data Processing and Quantitative Economy Modelling
Editors	Konglai Zhu, Henry Zhang
Publisher	Aussino Academic Publishing House
Publication status	Published - 2010

Cite this

@inproceedings{79f4ceaf849d4b1c8cce678acacfcd03,

title = "Volatility Analysis for Chinese Stock Market Using GARCH Type Models",

author = "Zehua Yin and Lei Zhang and David Liu",

year = "2010",

language = "English",

editor = "Konglai Zhu and Henry Zhang",

booktitle = "Data Processing and Quantitative Economy Modelling",

publisher = "Aussino Academic Publishing House",

}