Role of high-frequency data, distribution assumption and trading volume in volatility forecasting in China stock market
Volatility forecasting has become a crucial process in risk management over recent decades. With the second largest stock market by market capitalization in 2019, China has gained increasing attention from recent research. This study aims at providing better volatility forecasts by investigating...
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| 主要作者: | |
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| 格式: | Thesis |
| 語言: | English |
| 出版: |
2021
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| 主題: | |
| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/105534/1/SPE%202022%2030%20UPM%20IR.pdf |
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