Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Lili Zhang, Juandan Zhong
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Lili ; Zhong, Juandan |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104962, p. 1-6
|
| Subject: | GARCH-MIDAS | Transportation sector | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | China | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104962 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490424