Search Results - "VAR-GARCH model"

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    Return and volatility spillover effects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VAR-GARCH model

    Return and volatility spillover effects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VA... by JI, BAIHAO

    Published 2019
    Subjects: Get full text

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