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An Influence of U.K. and U.S. Stock Market Volatilities in China Stock Markets: Empirical Study of Hong Kong and Shanghai Markets

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Academic year: 2020

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Figure

Figure 1. Trend charts of the Hong Kong, the Shanghai, the U.K. stock and the U.S. stock market volatility  rates
Table 1. Data statistics
Table 5. ARCH effect test
Table 6. Parameter estimation of the DCC and the bivariate AIGARCH(1, 1) model

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