Skip to main navigation
Skip to search
Skip to main content
University of Nottingham Ningbo China Home
Home
Profiles
Research units
Research output
Projects
Prizes
Activities
Press/Media
Impacts
Student theses
Search by expertise, name or affiliation
Volume decomposition and volatility in dual-listing H-shares
Malay K. Dey,
Chaoyan Wang
School of Economics
Research output
:
Journal Publication
›
Article
›
peer-review
1
Citation (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Volume decomposition and volatility in dual-listing H-shares'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Dual Listing
100%
Volume-volatility
100%
Volume Decomposition
100%
H-shares
100%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
40%
Volatility
40%
Liquidity
40%
Model Fitting
20%
Covariance Function
20%
Information Content
20%
Liquidity Risk
20%
Conditional Volatility
20%
Bivariate GARCH
20%
Expected Volume
20%
Chinese ADRs
20%
Mathematics
GARCH Model
100%
Standard Deviation
50%
Conditionals
50%
Variance
50%
Information Content
50%
Covariance Function
50%
Bivariate
50%
Model Fit
50%
Liquidity Risk
50%
Economics, Econometrics and Finance
Volatility
100%
Dual Listing
100%
ARCH Model
50%
Generalized Autoregressive Conditional Heteroskedasticity
25%
Information Value
25%
Measure of Dispersion
25%
Computer Science
Covariance Function
100%
Information Content
100%