Kuan-Pin Lin

affiliation not provided to SSRN

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Chinese and World Equity Markets: A Review of the Volatilities and Correlations in the First Fifteen Years

China Economic Review, Vol. 20, No. 1, 2009
Number of pages: 39 Posted: 01 Nov 2008 Last Revised: 13 Mar 2009
Kuan-Pin Lin, Albert J. Menkveld and Zhishu Yang
affiliation not provided to SSRN, VU Amsterdam and Tsinghua University - School of Economics & Management
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Abstract:

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China; World Equity Markets, Dynamic Conditional Correlation