High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program
-
Article InfoVolume 12 2015, Issue #2, pp. 8-15
- 686 Views
-
587 Downloads
Close
Investment Management and Financial Innovations
-
Home
-
Journals
-
Investment Management and Financial Innovations
-
Issue #2
- High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program