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  - 2024/10/23

ER  -