The benefit of modeling jumps in realized volatility for risk prediction : evidence from Chinese mainland stocks
Yin Liao
| Year of publication: |
2013
|
|---|---|
| Authors: | Liao, Yin |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 23.2013, p. 25-48
|
| Subject: | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009737829