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Modeling the fractional integration in volatility between the Greater China financial markets

Ho, Kin-Yip; Zhang, Zhaoyong


The dynamics of the interrelationships among the financial markets in the Greater China area including Mainland China, Taiwan, and Hong Kong, is a noteworthy issue of economic research. This is not only because the financial markets in this region have grown rapidly over the past decade, but also because of the arguably asymmetric integration of the emerging Chinese economy with advanced countries in the real side of the economy and tight control over financial market. Since its establishment...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Conference paper
Source: Proceedings of MODSIM 2011 International Congress on Modelling and Simulation
Access Rights: Open Access


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