A State-Price Volatility index for China's stock market

M. O'Neill, K. Wang, Frank Liu

Research output: Contribution to journal › Article › peer-review

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@article{2a929be038a34bfbad4befc7c3abdff0,

title = "A State-Price Volatility index for China's stock market",

author = "M. O'Neill and K. Wang and Frank Liu",

year = "2016",

month = sep,

day = "1",

doi = "10.1111/acfi.12124",

language = "English",

volume = "56",

pages = "607–626",

journal = "Accounting and Finance",

issn = "0810-5391",

publisher = "John Wiley & Sons",

number = "3",

}