Volatility Asymmetry of Scale Indexes - Taking China as an Example
This study focused on the volatility asymmetry of scale indexes in China's stock market. A total of 12 indexes in four categories were studied during the study period, which lasted from January 1, 2012 to September 30, 2018. The study results showed that large-scale volatility asymmetry almost...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2020-07-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/8200 |