Forecasting realized volatility dynamically based on adjusted dynamic model averaging (AMDA) approach : evidence from China's stock market
Year of publication: |
2019
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Authors: | Ping, Yuan |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 14.2019, 4, p. 1-21
|
Subject: | CSI 300 index | realized volatility | adjusted dynamic model averaging | time-varying parameters | Volatilität | Volatility | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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