Forecasting the chinese stock market volatility with G7 stock market volatilities : a scaled PCA approach
Yongsheng Yi, Yaojie Zhang, Jihong Xiao and Xunxiao Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Yi, Yongsheng ; Zhang, Yaojie ; Xiao, Jihong ; Wang, Xunxiao |
| Subject: | Chinese stock market | G7 stock markets | heterogeneous autoregressive | realized volatility | Scaled principal component analysis | Volatilität | Volatility | Aktienmarkt | Stock market | China | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | Hauptkomponentenanalyse | Principal component analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2061348 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462322