Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Year of publication: |
2020
|
---|---|
Authors: | Li, Tao ; Ma, Feng ; Zhang, Xuehua ; Zhang, Yaojie |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 87.2020, p. 24-33
|
Subject: | Volatility forecasting | EPU | GEPU | Out-of-sample | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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