Predictive Ability of Low-Frequency Volatility Measures : Evidence from the Hong Kong Stock Markets
Year of publication: |
2017
|
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Authors: | Gan, Christopher |
Other Persons: | Nartea, Gilbert (contributor) ; Wu, Ji (George) (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Hongkong | Hong Kong | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance Research Letters, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2558280 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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