Forecasting Chinese stock market volatility with economic variables
Weixian Cai, Jian Chen, Jimin Hong and Fuwei Jiang
| Year of publication: |
2017
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| Authors: | Cai, Weixian ; Chen, Jian ; Hong, Jimin ; Jiang, Fuwei |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 3, p. 521-533
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| Subject: | Chinese stock market | combination forecast | economic variable | out-of-sample forecasting | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1093878 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011764301