Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Yajing Wang, Fang Liang, Tianyi Wang, Zhuo Huang
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Yajing ; Liang, Fang ; Wang, Tianyi ; Huang, Zhuo |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 87.2020, p. 148-157
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| Subject: | Chinese stock market | Measurement errors | Realized volatility | Volatility forecasting | Volatilität | Volatility | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.07.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416413