Trading volume and realized volatility forecasting : evidence from the China stock market
Min Liu, Wei-Chong Choo, Chi-Chuan Lee, Chien-Chiang Lee
| Year of publication: |
2023
|
|---|---|
| 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
|
| Subject: | China stock market | EMD | HAR | realized volatility | trading volume | China | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2897 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465763