Testing structural changes in the Chinese stock market by CUSUM (Q4624206)
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scientific article; zbMATH DE number 7028459
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| English | Testing structural changes in the Chinese stock market by CUSUM |
scientific article; zbMATH DE number 7028459 |
Statements
22 February 2019
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Shanghai composite index
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Shenzhen composite index
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structure change
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heteroscedasticity
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GARCH effect
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0.7735870480537415
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0.737208366394043
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0.7352170944213867
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0.7251125574111938
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0.7233837842941284
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