The information content of Chinese volatility index for volatility forecasting
Zhe Li, Wei-Guo Zhang and Yue Zhang
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Zhe ; Zhang, Wei-guo ; Zhang, Yue |
| Subject: | Chinese volatility index | realized volatility | SSE 50 ETF | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | China | ARCH-Modell | ARCH model | Index | Index number | Aktienindex | Stock index | Indexderivat | Index derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1753876 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484999