Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red Chip Markets

Ho, Kin-YipShi, YanlinZhang, Zhaoyong2015-12-071534-7524http://hdl.handle.net/1885/27492Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red Chip Markets201410.3905/jwm.2014.17.2.0552015-12-07