The information content of realized volatility of sector indices in China’s stock market
Year of publication: |
2019
|
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Authors: | Lin, Tiantian ; Liu, Dehong ; Zhang, Lili ; Lung, Peter P. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 64.2019, p. 625-640
|
Subject: | China’s stock market | Ensemble empirical mode decomposition | LHAR-RV-EV-UV model | Realized volatility | Volatilität | Volatility | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
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