International linkages of the Chinese stock exchanges: a multivariate GARCH analysis

Hong Li

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	285-297
Journal	Applied Financial Economics
Volume	17
Issue number	4
DOIs	https://doi.org/10.1080/09603100600675557
Publication status	Published - Feb 2007
Externally published	Yes

Keywords

@article{75b7009c32f24ee2913f36c6a4abf95e,

title = "International linkages of the Chinese stock exchanges: a multivariate GARCH analysis",

keywords = "Economics and econometrics",

author = "Hong Li",

year = "2007",

month = feb,

doi = "10.1080/09603100600675557",

language = "English",

volume = "17",

pages = "285--297",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor and Francis Ltd.",

number = "4",

}