Forecasting the volatility of Chinese stock market : An international volatility index
Year of publication: |
2020
|
---|---|
Authors: | Lei, Likun ; Zhang, Yaojie ; Wei, Yu ; Zhang, Yi |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 1 (24.07.), p. 1336-1350
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Zhang, Yaojie, (2020)
-
Forecasting oil price volatility : forecast combination versus shrinkage method
Zhang, Yaojie, (2019)
-
Global equity market volatility forecasting : New evidence
Liang, Chao, (2020)
- More ...