Synthesized jumps and VIX forecasting : spillover effects from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang and Yijun Pan
| Year of publication: |
2024
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| Authors: | Qiao, Gaoxiu ; Ma, Xuekun ; Jiang, Gongyue ; Pan, Yijun |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 31.2024, 17, p. 1645-1650
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| 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 |
| 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