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ArticleForecasting the realized volatility of CSI 300

Weijie Zhou2019

Article2019

Forecasting the realized volatility of CSI 300

Weijie Zhou · Jiao Pan · Xiaoli Wu

18 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Financial Risk and Volatility Modeling Stochastic processes and financial applications Stock Market Forecasting Methods

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2003Modeling and Forecasting Realized Volatility 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts 2008A Simple Approximate Long-Memory Model of Realized Volatility 2001The distribution of realized stock return volatility 2001The Distribution of Realized Exchange Rate Volatility 2004Power and Bipower Variation with Stochastic Volatility and Jumps

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Year2019

Typearticle

Published2019-06-11

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations18

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.physa.2019.121799

openalex_workW2952260360

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