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Journal of the Operational Research Society Volume 70, 2019 - Issue 10: Computational Approaches and Data Analytics in Financial Services
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Original Articles

Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach

C. J. AdcockSOAS – University of London, London, UK; Correspondence[email protected]
,
C. YeThe University of Sheffield, Sheffield, UK;
,
S. YinThe University of Sheffield, Sheffield, UK;
&
D. ZhangUniversity of Leicester, Leicester, UK
Pages 1709-1719 | Received 08 Aug 2017, Accepted 29 Oct 2018, Published online: 19 Jan 2019

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