Forecasting China's stock market variance
Hang Cheng, Yongdong Shi
| Year of publication: |
2020
|
|---|---|
| Authors: | Cheng, Hang ; Shi, Yongdong |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 64.2020, p. 1-24
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| Subject: | China's stock market | Conditional variance | LASSO | Out-of-sample | Realized variance | Time-varying stock market variance | Aktienmarkt | Stock market | China | Varianzanalyse | Analysis of variance | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101421 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012493893