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
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|---|---|
| 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
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| Subject: | China's stock market | HAR-RV model | truncated method | volatility forecasting | China | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2807 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817722