Zhang, Dayong and Dickinson, David and Barassi, Marco (2008): Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?
Zhang, Dayong and Dickinson, David and Barassi, Marco (2006): Structural breaks, cointegration and B share discount in Chinese stock market.
Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics
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