Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method

Jize Yu, Li Zhang, Lijuan Peng, Rui Wu

Year of publication:	2023
Authors:	Yu, Jize ; Zhang, Li ; Peng, Lijuan ; Wu, Rui
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-9
Subject:	Air quality index \| GARCH-MIDAS \| JEL classification: C22 \| STL decomposition \| Stock prices volatility forecast \| Börsenkurs \| Share price \| Prognoseverfahren \| Forecasting model \| Volatilität \| Volatility \| China \| Luftverschmutzung \| Air pollution \| Aktienindex \| Stock index \| Index \| Index number

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