Forecasting volatility with price limit hits : evidence from Chinese stock market
Xiaojun Chu and Jianying Qiu
| Year of publication: |
2019
|
|---|---|
| Authors: | Chu, Xiaojun ; Qiu, Jianying |
| Subject: | Chinese stock market | investor sentiment | price limit hits | volatility forecasting | Volatilität | Volatility | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1532888 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210669