Posted inChina, Shanghai

Unlike 2015, there’s little volatility in Chinese stock market

Realized volatility in the Shanghai Shenzhen 300 equity market index remains at historically low levels despite the bear market in equity prices (the chart below shows a GARCH estimate of volatility for the 1st and 2nd Principal Components of sectoral returns to the SHSZ300 Index). The price movement has been negative, but not risky, by […]

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