Study on the influence mechanism of air quality on stock market yield and Volatility : empirical test from China based on GARCH model
Year of publication: |
2018
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Authors: | An, Na ; Wang, Baixue ; Pan, Peilin ; Guo, Kun ; Sun, Yi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 119-125
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Subject: | Stock market | Investor sentiment | AQI | GARCH model | ARCH-Modell | ARCH model | Volatilität | Volatility | China | Aktienmarkt | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schätzung | Estimation |
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