Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Nianling Wang, Jiyuan Yin, Yong Li
| 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 | China | Wirtschaftspolitik | Economic policy | Volatilität | Volatility | Stichprobenerhebung | Sampling | Risiko | Risk | Schätzung | Estimation | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492383