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Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
Zhang, Yaojie, Lei, Likun, Wei, YuVolume:
52
Langue:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2020.101145
Date:
April, 2020
Fichier:
PDF, 2.06 MB
english, 2020