Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
Year: 2013
Type: article
Source: Economic Modelling
Authors: Ling Long, Albert K. Tsui, Zhaoyong Zhang
Institutions: National University of Singapore, Edith Cowan University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W1967278692