|
| 2012, Vol. 1(4): 151-155 DOI: | ||
| A Study of Investment Behavior of Funds and Stock Market Volatility——An Empirical Analysis Based on VAR and MGARCH Model | ||
| ZUO Zheng-qiang1,WU Bin2,ZHANG He-xiang3 | ||
| 1. School of Economics and Management , Three Gorges University, Chongqing 404100, China; 2. School of Finance, Southwestern University of Finance and Economics, Chengdu 610074, China; 3.School of Accounting,Institute of Aeronautica Industry Management,zhengzhou 450015, China | ||
| Received 2011-06-15 Revised 2012-07-11 | ||
| Supporting info | ||
| null | ||
|