Modeling volatility in the Hong Kong stock market
This study examines the changing nature of volatility in the Hong Kong stock market using daily returns from 1993 to 2004. In particular, I investigate volatility co-movements between the Hong Kong stock market and the markets of US, UK, Japan and China using Univariate GARCH, Vector Autoregressions...
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| Format: | Others |
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Auckland University of Technology,
2018-02-28T03:04:15Z.
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| Online Access: | Get fulltext |