Study on the influence mechanism of air quality on stock market yield and Volatility : empirical test from China based on GARCH model
Na An, Baixue Wang, Peilin Pan, Kun Guo, Yi Sun
| Year of publication: |
2018
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|---|---|
| Authors: | An, Na ; Wang, Baixue ; Pan, Peilin ; Guo, Kun ; Sun, Yi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 119-125
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| Subject: | Stock market | Investor sentiment | AQI | GARCH model | China | ARCH-Modell | ARCH model | Volatilität | Volatility | Aktienmarkt | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012005619