Forecasting the realized volatility in the Chinese stock market : further evidence
Wang Pu, Yixiang Chen and Feng Ma
| Year of publication: |
July 2016
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|---|---|
| Authors: | Pu, Wang ; Chen, Yixiang ; Ma, Feng |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 31/33, p. 3116-3130
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| Subject: | High-frequency data | noise | jump test | signed jump variation | MCS test | Volatilität | Volatility | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1136394 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011616957