The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH
Crossref DOI link: https://doi.org/10.18488/journal.aefr.2020.104.427.438
Published Online: 2020
Published Print: 2020
Update policy: https://doi.org/10.18488/crossmarkpolicypage.1002
Peitz, Christian
Feng, Yuanhua
Gilroy, Bernard M
Stoeckmann, Nico
