Synthesized jumps and VIX forecasting : spillover effects from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang and Yijun Pan
| Year of publication: |
2024
|
|---|---|
| Authors: | Qiao, Gaoxiu ; Ma, Xuekun ; Jiang, Gongyue ; Pan, Yijun |
| Subject: | Chinese stock market | MoP strategy | spillover effects | Synthesized jumps | VIX forecasting | Spillover-Effekt | Spillover effect | China | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2023.2205090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075569