Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Year of publication: |
2024
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Authors: | Wang, Nianling ; Yin, Jiyuan ; Li, Yong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 92.2024, Art.-No. 103090, p. 1-8
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Subject: | Economic policy uncertainty | Efficient importance sampling | Mixed data sampling | Model comparison | Stochastic volatility | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | China | Stichprobenerhebung | Sampling | Wirkungsanalyse | Impact assessment | Risiko | Risk | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market |
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