Forecasting volatility in the Chinese stock market under model uncertainty
Yong Li; Wei-Ping Huang; Jie Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Yong ; Huang, Wei-ping ; Zhang, Jie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 231-234
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| Subject: | Chinese stock market | Forecast combination | Forecast accuracy | Model averaging | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | China | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Prognose | Forecast | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259459