摘要 : This article investigates the forecasting power of economic variables for the Chinese stock market volatility. We find that several economic variables strongly forecast the future monthly volatilities for the aggregate Chinese sto... 展开
作者 | Cai~ Weixian Chen~ Jian Hong~ Jimin Jiang~ Fuwei |
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作者单位 | |
期刊名称 | 《Emerging Markets Finance & Trade》 |
页码/总页数 | 521-533 / 13 |
语种/中图分类号 | 英语 / F7 |
关键词 | Chinese stock market combination forecast economic variable out-of-sample forecasting volatility forecasting |
DOI | 10.1080/1540496X.2015.1093878 |
馆藏号 | F-560 |