Singlehanded or joint race? : stock market volatility prediction
Year of publication: |
2022
|
---|---|
Authors: | Lu, Xinjie ; Ma, Feng ; Wang, Jianqiong ; Dong, Dayong |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 734-754
|
Subject: | Realized volatility | Realized skewness and kurtosis | Shanghai stock exchange sector index | Volatility forecast | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Shanghai |
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