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  - https://eprints.whiterose.ac.uk/id/eprint/138465

PY  - 2019/01/19

AU  - Adcock C

AU  - Ye C

AU  - Yin S

AU  - Zhang D

ED  - 

DO  - DOI: 10.1080/01605682.2018.1542973

PB  - Taylor & Francis

VL  - 70

IS  - 10

SP  - 1709

EP  - 1719

Y2  - 2025/11/04

ER  -