Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Xiao-Ming Li and Qing Xu
| Year of publication: |
2008
|
|---|---|
| Authors: | Li, Xiaoming ; Xu, Qing |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 1/3, p. 213-227
|
| Subject: | China | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Börsenkurs | Share price | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003739043