Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lucía Morales & Bernadette Andreosso-O’Callaghan, 2014. "Volatility analysis of precious metals returns and oil returns: An ICSS approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(3), pages 492-517, July.
More about this item
KeywordsVolatility switching; CUSUM test; Markov-Switching ARCH; Shanghai Stock Exchange; Outlier.;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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