Work

Volatility clustering and nontrading days in Chinese stock markets

Year: 2002

Type: article

Source: Journal of Economics and Business

DOI: 10.1016/s0148-6195(01)00062-5

Authors: Ralph Friedmann, Walter G. Sanddorf-Köhle

Institution: Saarland University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011230232

FWCI: 4.38

Cites: 27

Cited by: 53

Related to: 10