摘要 : This paper investigates the impact of global economic policy uncertainty (GEPU) on the volatility of the Chinese stock market and whether GEPU has predictive power for the volatility of the Chinese stock market. We apply the gener... 展开
作者 | Fang~ Libing Yu~ Honghai Sun~ Wencong |
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作者单位 | |
期刊名称 | 《Physica, A. Statistical mechanics and its applications》 |
总页数 | 10 |
语种/中图分类号 | 英语 / O4 |
关键词 | Chinese stock market GEPU Volatility forecasting GARCH-MIDAS |
馆藏号 | N2008EPST0001416 |