Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Yanyan Xu, Jing Liu, Feng Ma, Jielei Chu
| Year of publication: |
2024
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|---|---|
| Authors: | Xu, Yanyan ; Liu, Jing ; Ma, Feng ; Chu, Jielei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 543-560
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| Subject: | Chinese stock market | Liquidity | Realized volatility | Time-varying transition probability | Volatilität | Volatility | China | Aktienmarkt | Stock market | Liquidität | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446494