Ron Amram

affiliation not provided to SSRN

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Scholarly Papers (1)

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Volatility Spillovers from the Chinese Stock Market to Economic Neighbours

Number of pages: 24 Posted: 24 Dec 2011
School of Mathematics and Statistics, The University of Sydney, affiliation not provided to SSRN and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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Citation 2

Abstract:

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Volatility spillovers, VARMA-GARCH, VARMA-AGARCH, Chinese stock market