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The interaction and volatility asymmetry of unexpected returns in the greater China stock markets

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  • Yeh, Yin-Hua
  • Lee, Tsun-Siou

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  • Yeh, Yin-Hua & Lee, Tsun-Siou, 2000. "The interaction and volatility asymmetry of unexpected returns in the greater China stock markets," Global Finance Journal, Elsevier, vol. 11(1-2), pages 129-149.
  • Handle: RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149
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