Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Dakai Li
Year of publication: |
2024
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Authors: | Li, Dakai |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 90.2024, p. 115-122
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Subject: | Chinese stock market | Investor attention | Price of petroleum products | Volatility forecasting | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | China | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Ölmarkt | Oil market | Prognose | Forecast |
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