Managing financial risk in Chinese stock markets: Option...

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International Review of Economics & Finance 2015 / 2

Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression

Li, Johnny Siu-Hang, Ng, Andrew C.Y., Chan, Wai-Sum
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Language:
english
Journal:
International Review of Economics & Finance
DOI:
10.1016/j.iref.2015.02.022
Date:
February, 2015
File:
PDF, 953 KB
english, 2015
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