Trading volume and realized volatility forecasting : evidence from the China stock market
Year of publication: |
2023
|
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Authors: | Liu, Min ; Choo, Wei Chong ; Lee, Chi-Chuan ; Lee, Chien-chiang |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 1, p. 76-100
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Subject: | China stock market | EMD | HAR | realized volatility | trading volume | Volatilität | Volatility | China | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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