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Forecasting the Chinese stock market volatility with international market volatilities : the role of regime switching
Zhang, Yaojie; Lei, Likun; Wei, Yu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
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Forecasting the volatility of Chinese stock market : An international volatility index
Lei, Likun; Zhang, Yaojie; Wei, Yu; Zhang, Yi - In: International Journal of Finance & Economics 26 (2020) 1, pp. 1336-1350
Persistent link: https://www.econbiz.de/10012273178