EPL

Roles of GARCH and ARCH effects on the stability in stock market crash

Hai-Feng Li, Dun-Zhong Xing, Qian Huang and Jiang-Cheng Li

EPL, 136 4 (2021) 48003

Published online: 03 March 2022

DOI: 10.1209/0295-5075/ac4527

Hai-Feng Li

Dun-Zhong Xing

Qian Huang

Jiang-Cheng Li

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