Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach

Danyan Wen, Mengxi He, Yaojie Zhang, Yudong Wang

Year of publication:	2022
Authors:	Wen, Danyan ; He, Mengxi ; Zhang, Yaojie ; Wang, Yudong
Published in:	Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 2, p. 230-251
Subject:	China's stock market \| HAR-RV model \| truncated method \| volatility forecasting \| China \| Volatilität \| Volatility \| Aktienmarkt \| Stock market \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast

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