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Estimating stochastic volatility models of stock returns in Chinese markets

✍ Scribed by Shu Quan Lu; Shiyu Xie; Takao Ito

Publisher
Springer Japan
Year
2010
Tongue
English
Weight
154 KB
Volume
15
Category
Article
ISSN
1433-5298

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We thank the editor, Robert Webb, and an anonymous referee for their helpful comments. We also thank Thorben Lubnau, Tyge-F. Kummer, and the participants of the 2nd International Finance Conference of the Indian Institute of Management, Calcutta for their suggestions.