Chinese stock returns and the role of news-based uncertainty
Zhi Su, Man Lu, and Libo Yin
| Year of publication: |
2019
|
|---|---|
| Authors: | Su, Zhi ; Lu, Man ; Yin, Libo |
| Subject: | Chinese stock returns | news-based uncertainty | NVIX | prediction | wavelet analysis | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risiko | Risk | Aktienmarkt | Stock market | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1562898 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211052