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Lu, Guangli's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
226 |
Total
Citations
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1.
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Lu, Guangli Louisiana State University; Nankai University Liu, Lei Insititute of Economics in Nankai University
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09 Nov 11
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Last Revised:
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03 Sep 12
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137
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price discovery, unique information share, time dependent information share, volatility spillover adjusted information share
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2.
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Wang, Yu Australian National Univerity Liu, Lei Insititute of Economics in Nankai University Lu, Guangli Louisiana State University; Nankai University
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03 Sep 12
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Last Revised:
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03 Mar 13
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89
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Spillovers, VAR-structural GARCH model, stock markets, contagion, Global financial crisis
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