Dynamic relatedness analysis of three stock market return volatility with a factor of U.S. stock market: Empirical study of Hong Kong, Japan, and Singapore countries

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Department of Hospital and Health Care Administration, Chia Nan University of Pharmacy and Science, Tainan, Taiwan ^{[1
]}

不详 ^{[2
]}

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J. Convergence Inf. Technol. | / 12卷 / 30-41期

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摘要：

Commerce - Investments - Correlation methods

引用

共 49 条

[21] The Dynamic Relationship Among Return, Volatility and Trading Volume in China Stock Market -An Empirical Study Based on Quantile Regression
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[28] Stock market volatility and structural breaks: An empirical analysis of fragile five countries using GARCH and EGARCH models
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[J]. JOURNAL OF APPLIED ECONOMICS AND BUSINESS RESEARCH, 2020, 10 (03): : 148 - 163
[29] Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market
Huang, Jian
Liu, Huazhang
[J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2019, 12 (02)
[30] The Empirical Study of the Security Trading Stamp Tax Adjustment's Effects on China' Stock Market Volatility
Xiong Mingqi
Zhong Zongcheng
[J]. PROCEEDINGS OF THE 2009 INTERNATIONAL CONFERENCE ON PUBLIC ECONOMICS AND MANAGEMENT ICPEM 2009, VOL 2: ECONOMIC POLICIES, PLANNING AND ASSESSMENT, 2009, : 348 - 352

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