×
验证码:
换一张
Forgotten Password?
Stay signed in
Login With UMPASS
English
|
繁體
Login With UMPASS
Log In
ALL
ORCID
TI
AU
PY
SU
KW
TY
JN
DA
IN
PB
FP
ST
SM
Study Hall
Image search
Paste the image URL
Home
Faculties & Institutes
Scholars
Publications
Subjects
Statistics
News
Search in the results
Faculties & Institutes
Faculty of Busin... [2]
Authors
QIAO ZHUO [2]
Document Type
Book chapter [2]
Date Issued
2010 [2]
Language
英語English [2]
Source Publication
Nonlinear Financ... [2]
Indexed By
Funding Organization
Funding Project
×
Knowledge Map
UM
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
Browse/Search Results:
1-2 of 2
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Issue Date Ascending
Issue Date Descending
Title Ascending
Title Descending
Author Ascending
Author Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Submit date Ascending
Submit date Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
A Markov regime-switching model of stock return volatility: Evidence from Chinese markets
Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration:Palgrave Macmillan, 2010, 页码:49-73
Authors:
Chiang,Thomas C.
;
Qiao,Zhuo
;
Wong,Wing Keung
Favorite
|
TC[Scopus]:
1
|
Submit date：2019/08/01
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets
Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码:49-73
Authors:
Thomas C. Chiang
;
Zhuo Qiao
;
Wing-Keung Wong
Favorite
|
TC[Scopus]:
1
|
Submit date：2019/11/01
Stock Market
Stock Return
Garch Model
Conditional Volatility
Chinese Stock Market
