The Information Content of Overnight Information for Volatility Forecasting : Evidence from China's Stock Market
Year of publication: |
[2022]
|
---|---|
Authors: | ZHANG, Yi ; ZHOU, Long ; LIU, Fang |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Informationswert | Information value | Börsenkurs | Share price | ARCH-Modell | ARCH model |
-
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra, (2018)
-
Zhang, Yaojie, (2020)
-
Xiao, Jihong, (2021)
- More ...
-
Zhang, Yi, (2024)
-
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi, (2022)
-
Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Zhang, Yi, (2023)
- More ...