Determinants of returns and volatility of Chinese ADRs at NYSE
β Scribed by Ali M. Kutan; Haigang Zhou
- Book ID
- 113810533
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 132 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1042-444X
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π SIMILAR VOLUMES
We investigate the probability distribution of the volatility return intervals Ο for the Chinese stock market. We rescale both the probability distribution P q (Ο ) and the volatility return intervals Ο as P q (Ο ) = 1/Ο f (Ο /Ο ) to obtain a uniform scaling curve for different threshold value q. Th
Proofs of the relationships between the temperature and composition of the feed and those of the pinches are given for feeds having any one of five general thermal conditions. In the applicationof these relationships a procedure for the calculation of the product distributions at specified distillat