Forecasting Chinese stock market volatility with economic variables
Year of publication: |
2017
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Authors: | Cai, Weixian ; Chen, Jian ; Hong, Jimin ; Jiang, Fuwei |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 3, p. 521-533
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Subject: | Chinese stock market | combination forecast | economic variable | out-of-sample forecasting | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | China | Wirtschaftsprognose | Economic forecast | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation |
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