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The impact of economic policy uncertainty on volatility of China's financial stocks : an empirical analysis
Wang, Xinyu
;
Luo, Yi
;
Wang, Zhuqing
;
Xu, Yan
;
Wu, Congxin
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805481
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Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
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