Munich Personal RePEc Archive

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Jump to: 2006 | 2008 | 11 July 2018
Number of items: 3.

2006

Zhang, Dayong and Dickinson, David and Barassi, Marco (2006): Structural breaks, cointegration and B share discount in Chinese stock market.

2008

Zhang, Dayong and Dickinson, David and Barassi, Marco (2008): Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?

11 July 2018

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

This list was generated on Sun Oct 25 11:46:38 2020 CET.
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