Institutional investors, sub-owned shares reform and stock returns volatility: MCMC estimation of a MS-GARCH model with student-t error

WEI Li-jia

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (3) : 545-556.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (3) : 545-556. DOI: 10.12011/1000-6788(2013)3-545

Institutional investors, sub-owned shares reform and stock returns volatility: MCMC estimation of a MS-GARCH model with student-t error

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(3): 545-556 https://doi.org/10.12011/1000-6788(2013)3-545

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