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