Volatility analysis based on GARCH-type models: Evidence from the Chinese stock market
Volatility is integral for the financial market. As an emerging market, the Chinese stock market is acutely volatile. In this study, the data of the Shanghai Composite Index and Shenzhen Component Index returns were selected to conduct an empirical analysis based on the generalised autoregressive co...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2021-08-01
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| Series: | Ekonomska Istraživanja |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/1331677X.2021.1967771 |