Quantitative Techniques for Financial Economics
The study reveals lower stock volatility in Mainland China's market due to price limits, and the superior performance of the ARMA10-EGARCH11 model in calculation accuracy.
Featured in No. 95 on 30 Apr 2025 · 24 days after release
- Released
- 6 Apr 2025
- First featured
- No. 95 · 30 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 5229400
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