Return transmission among stock markets of Greater China

Mathematics and Computers in Simulation - Tập 48 - Trang 511-518 - 1999
W.S. Chan1, Harry W.C. Lo2, S.H. Cheung3
1Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong
2School of Arts and Social Sciences, Open University of Hong Kong, Hong Kong
3Department of Statistics, Chinese University of Hong Kong, Hong Kong

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