SOAS Research Online
A Free Database of the Latest Research by SOAS Academics and PhD Students
 | Up a level |
Group by: Item Type | No Grouping
Jump to: Journal Article
Number of items: 1.
Journal Article
Adcock, Chris, Ye, C., Yin, S. and Zhang, Dalu (2019) 'Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach.' Journal of the Operational Research Society, 70 (10). pp. 1709-1719.