Modeling Shanghai stock market volatility

DOI10.1023/A:1018916532180zbMATH Open0923.90017OpenAlexW151892330MaRDI QIDQ1290185FDOQ1290185

J. Xu

Publication date: 10 June 1999

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018916532180

Mathematics Subject Classification ID

Cited In (4)

• The political economy of volatility dynamics in the Hong Kong stock market
• Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating
• Title not available (Why is that?)

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