We investigate the probability distribution of the volatility return intervals ฯ for the Chinese stock market. We rescale both the probability distribution P q (ฯ ) and the volatility return intervals ฯ as P q (ฯ ) = 1/ฯ f (ฯ /ฯ ) to obtain a uniform scaling curve for different threshold value q. Th
โฆ LIBER โฆ
Stock Returns and Volatility under Market Segmentation: The Case of Chinese A and B Shares
โ Scribed by Yin-Hua Yeh; Tsun-siou Lee; Jen-fu Pen
- Book ID
- 110336515
- Publisher
- Springer US
- Year
- 2002
- Tongue
- English
- Weight
- 109 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
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