Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Year of publication: |
2023
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Authors: | Li, Hongliang ; Qiao, Gaoxiu |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 7, p. 975-980
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Subject: | CSI 300 index | forecast ability | Realized volatility | ROLL-SW-SVR | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Index | Index number | Zeitreihenanalyse | Time series analysis |
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