Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Lu Wang, Chenchen Zhao, Chao Liang, Song Jiu
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Lu ; Zhao, Chenchen ; Liang, Chao ; Jiu, Song |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-10
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| Subject: | China's new energy | New energy stock market | Realized EGARCH-MIDAS | Volatility prediction | Volatilität | Volatility | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Prognose | Forecast | Energiewirtschaft | Energy sector |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102981 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013463292