Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Tao Li, Feng Ma, Xuehua Zhang, Yaojie Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Li, Tao ; Ma, Feng ; Zhang, Xuehua ; Zhang, Yaojie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 87.2020, p. 24-33
|
| Subject: | Volatility forecasting | EPU | GEPU | Out-of-sample | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416291