Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
Mengxi He, Yaojie Zhang, Danyan Wen and Yudong Wang
| Year of publication: |
2022
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| Authors: | He, Mengxi ; Zhang, Yaojie ; Wen, Danyan ; Wang, Yudong |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 50, p. 5811-5826
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| Subject: | Chinese stock market | measurement errors | outliers | t-distribution | volatility forecasting | Volatilität | Volatility | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2053653 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411306