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Original Articles

Does news on real Chinese GDP growth impact stock markets?

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Pages 61-66 | Published online: 03 Dec 2010

References

  • Engle , RF . 1982 . Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation . Econometrica , 50 : 987 – 1008 .
  • Franses , PH and Mees , H . 2010 . Approximating the DGP of China's Quarterly GDP Econometric Institute Report No. 2010–04, Erasmus School of Economics, Rotterdam
  • Nelson , DB . 1991 . Conditional heteroskedasticity in asset returns: a new approach . Econometrica , 59 : 347 – 70 .

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