Now showing items 1-1 of 1

    • The dynamic relationship of China's stock markets: A VAR-MGARCH model 

      Liu, Changjiang; 刘长江 (IEEE Computer Society, 2011)
      This is paper tries to study the integration and spillover effect between Shanghai Stock Exchange and New York Stock Exchange. At first, similar to Chow and Lawler (2003), the weekly return and volatility of Shanghai and ...