Stock return autocorrelations and predictability in the Chinese stock market-Evidence from threshold quantile autoregressive models Article

Xue, Wen-Jun, Zhang, Li-Wen. (2017). Stock return autocorrelations and predictability in the Chinese stock market-Evidence from threshold quantile autoregressive models . ECONOMIC MODELLING, 60 10.1016/j.econmod.2016.09.024



Open Access International Collaboration

cited authors

  • Xue, Wen-Jun; Zhang, Li-Wen

publication date

  • January 2017

webpage

published in

author keyword

category

Digital Object Identifier (DOI)

volume

  • 60

research area