TY - JOUR
T1 - Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach
JO - Journal of the Operational Research Society
UR - http://eprints.whiterose.ac.uk/138465/
PY - 2019/01/19
AU - Adcock CJ
AU - Ye C
AU - Yin S
AU - Zhang D
ED -
DO - DOI: 10.1080/01605682.2018.1542973
SP - 1
EP - 11
Y2 - 2025/03/16
ER -