A comparison between parametric and nonparametric volatility forecasting of stock index futures in China
Rui Jiang and Conghua Wen
| Year of publication: |
2022
|
|---|---|
| Authors: | Jiang, Rui ; Wen, Conghua |
| Subject: | GARCH model | HAR model | intraday data | Stock index futures | volatility forecasting | Volatilität | Volatility | ARCH-Modell | ARCH model | Index-Futures | Index futures | Prognoseverfahren | Forecasting model | China | Aktienindex | Stock index | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2021.2002142 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013354977